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 | 0.0910833896582234 |
-13 | 0.0886419138782358 |
-12 | 0.0775894369298496 |
-11 | 0.0252836737573376 |
-10 | 0.0542284775456722 |
-9 | 0.127539580009617 |
-8 | 0.108770143238615 |
-7 | 0.136878219665603 |
-6 | 0.125032318769655 |
-5 | -0.0333572616698925 |
-4 | -0.100805962940042 |
-3 | 0.0244677174517752 |
-2 | 0.0425183280237069 |
-1 | 0.145735807477442 |
0 | 0.142795661794403 |
1 | -0.0698076087221182 |
2 | -0.123243773864954 |
3 | -0.0255712016963768 |
4 | -0.119203541086276 |
5 | 0.0328386991215589 |
6 | 0.0576031360560176 |
7 | -0.164105473661037 |
8 | -0.0795826119467305 |
9 | -0.296128068542031 |
10 | -0.156193312496459 |
11 | -0.12504987170282 |
12 | -0.158360669314359 |
13 | -0.189426742765655 |
14 | -0.187747379099567 |