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 | 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 | 0 |
k | rho(Y[t],X[t+k]) |
-14 | 0.106231088925513 |
-13 | 0.0190651807969184 |
-12 | 0.0258060114120862 |
-11 | 0.148599835953692 |
-10 | 0.141140451054107 |
-9 | 0.120835730225327 |
-8 | -0.0202387588324472 |
-7 | 0.0549428137210673 |
-6 | -0.00274247616581241 |
-5 | -0.0101674547724122 |
-4 | -0.0366486688312929 |
-3 | -0.0440428764565209 |
-2 | 0.277967580988968 |
-1 | 0.0773266218193266 |
0 | 0.105403127067254 |
1 | -0.117976152323132 |
2 | -0.165633761079512 |
3 | -0.0182840876532125 |
4 | -0.0293636906180535 |
5 | -0.115713314587980 |
6 | -0.0480928006638523 |
7 | -0.0263645261438911 |
8 | -0.0999169510876355 |
9 | -0.142420039440884 |
10 | -0.0576077093082968 |
11 | -0.175524128011487 |
12 | -0.0759814269500933 |
13 | -0.165025023331371 |
14 | -0.085389000366969 |