Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 1 |
Degree of seasonal differencing (D) of X series | 0 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 1 |
Degree of non-seasonal differencing (d) of Y series | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-12 | 0.457460920326676 |
-11 | -0.283995072147547 |
-10 | -0.090751430423519 |
-9 | 0.335917714949153 |
-8 | -0.389029596076946 |
-7 | 0.188187990896334 |
-6 | 0.182773858237241 |
-5 | -0.458973756572809 |
-4 | 0.44440964083747 |
-3 | -0.160478261810919 |
-2 | -0.188090849394688 |
-1 | 0.53132094644134 |
0 | -0.631719033041673 |
1 | 0.199794774425105 |
2 | 0.229658233996433 |
3 | -0.310095195360616 |
4 | 0.119146006165091 |
5 | 0.104013049483338 |
6 | -0.115121763275565 |
7 | -0.0422292170928779 |
8 | 0.216978645826350 |
9 | -0.216492163926904 |
10 | -0.0598898235574963 |
11 | 0.306324034517133 |
12 | -0.299648730831443 |