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 | 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 | -0.075230572986175 |
-12 | 0.121769481438343 |
-11 | 0.117857110408644 |
-10 | -0.016847919045886 |
-9 | -0.140398539007759 |
-8 | -0.150209663367571 |
-7 | 0.0414238560724085 |
-6 | 0.052724059420369 |
-5 | 0.0591899461293648 |
-4 | -0.0192329932807062 |
-3 | -0.0441458131961824 |
-2 | 0.0597603822816686 |
-1 | -0.0229424796573934 |
0 | -0.172571798552397 |
1 | -0.163847286648132 |
2 | 0.0115280947140173 |
3 | 0.0598141703059555 |
4 | 0.183542196383020 |
5 | -0.0560131499230256 |
6 | -0.065982807407051 |
7 | -0.185278983377753 |
8 | -0.0804003570397701 |
9 | 0.0528854234932292 |
10 | 0.0412969352080828 |
11 | -0.0293677894357871 |
12 | -0.00170517473484479 |
13 | -0.0569577431214649 |