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 | 0.231619014096905 |
-12 | 0.239359508664909 |
-11 | 0.227548858241707 |
-10 | 0.253252850814229 |
-9 | 0.326484954414215 |
-8 | 0.42516433502458 |
-7 | 0.471701142377955 |
-6 | 0.517969959499229 |
-5 | 0.391470244036807 |
-4 | 0.32477172494983 |
-3 | 0.257401929359141 |
-2 | 0.169365143364226 |
-1 | 0.0085883497489205 |
0 | -0.154091781611924 |
1 | -0.191401919440239 |
2 | -0.107003903082245 |
3 | -0.173423330723622 |
4 | -0.210591754623375 |
5 | -0.20372443987958 |
6 | -0.280124552281583 |
7 | -0.234361881113238 |
8 | -0.203736061462460 |
9 | -0.165535224707385 |
10 | -0.128336619383434 |
11 | -0.0726952558534764 |
12 | -0.1279440874124 |
13 | -0.0667424035715866 |