Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
Degree of seasonal differencing (D) of X series | 1 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 1 |
Degree of non-seasonal differencing (d) of Y series | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-13 | 0.03541671990738 |
-12 | 0.0968264799187226 |
-11 | -0.0616405819919066 |
-10 | -0.0843103751512544 |
-9 | 0.00822790656480326 |
-8 | 0.0641826857670314 |
-7 | 0.0158160729888579 |
-6 | 0.246631187850979 |
-5 | -0.0645205632484409 |
-4 | -0.00114732661473419 |
-3 | -0.00607523326053983 |
-2 | -0.0116552484536879 |
-1 | 0.0983805692563056 |
0 | -0.105801949207230 |
1 | -0.0394652271387970 |
2 | 0.138731845967624 |
3 | -0.188192444625995 |
4 | -0.116226683844070 |
5 | 0.0428964424753641 |
6 | -0.226349866500896 |
7 | 0.117552157354598 |
8 | -0.123300347376101 |
9 | -0.0394778047496027 |
10 | -0.0448678498392193 |
11 | 0.0428031373968160 |
12 | -0.171411661280907 |
13 | 0.204518082019571 |