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 | 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 | 1 |
k | rho(Y[t],X[t+k]) |
-12 | 0.645713106348752 |
-11 | -0.4678822501621 |
-10 | 0.229949838138968 |
-9 | 0.0648354088095627 |
-8 | -0.229556854063701 |
-7 | 0.159292260544628 |
-6 | 0.0132629826097590 |
-5 | -0.224926382223982 |
-4 | 0.317403904604582 |
-3 | -0.0890968870557518 |
-2 | -0.155334368270704 |
-1 | 0.415356794878395 |
0 | -0.800110847244703 |
1 | 0.455084778277407 |
2 | -0.112515264896176 |
3 | 0.0301943421441100 |
4 | 0.122936766361247 |
5 | -0.00984242697012176 |
6 | -0.0910321792445333 |
7 | 0.170958211581378 |
8 | -0.190414076639694 |
9 | 0.170348808158297 |
10 | 0.0465070791371541 |
11 | -0.0587760393392125 |
12 | 0.227701752874787 |