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 | 0.0452908666211189 |
-13 | 0.0991035112224494 |
-12 | -0.00853672810781378 |
-11 | 0.0211114056866386 |
-10 | 0.130971971117293 |
-9 | 0.0568434819616189 |
-8 | -0.0876681938351176 |
-7 | 0.0634604734221372 |
-6 | -0.0503750244127915 |
-5 | -0.0057081217706418 |
-4 | -0.0470686405215799 |
-3 | 0.0627564056030059 |
-2 | -0.0981461608364099 |
-1 | -0.138404276629133 |
0 | -0.239909412385695 |
1 | -0.135881470766094 |
2 | 0.0307155673245615 |
3 | -0.182271185551220 |
4 | -0.198763400581833 |
5 | -0.159454420369988 |
6 | -0.304134683342557 |
7 | -0.137733276474152 |
8 | -0.104152853088342 |
9 | -0.223104074120757 |
10 | -0.0734813587788438 |
11 | -0.118333197560156 |
12 | -0.103068504734051 |
13 | 0.0613455969598187 |
14 | 0.151193913337591 |