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 | 0 |
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]) |
-14 | 0.0801832172778907 |
-13 | 0.0997887296222577 |
-12 | -0.141494852114224 |
-11 | 0.0952545742377858 |
-10 | 0.0716652104987874 |
-9 | 0.115181624878456 |
-8 | -0.0522214487920906 |
-7 | -0.0635207667853468 |
-6 | -0.177973759474449 |
-5 | 0.104116009150649 |
-4 | -0.114676076228186 |
-3 | 0.0455380206695241 |
-2 | 0.00539887968728061 |
-1 | -0.0622346922357944 |
0 | -0.182696788974005 |
1 | 0.056807559047559 |
2 | -0.173228452784005 |
3 | -0.0589644099332136 |
4 | -0.169457642863588 |
5 | -0.142480255941367 |
6 | -0.105101509088042 |
7 | 0.0207820794579947 |
8 | -0.250723850821163 |
9 | -0.0560548323098697 |
10 | 0.013421114849688 |
11 | -0.182679253222098 |
12 | -0.172805299741973 |
13 | 0.0522710445933236 |
14 | 0.116275688623868 |