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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0609396192003923 |
-12 | 0.0838803568270282 |
-11 | -0.126213793920785 |
-10 | 0.0431506215755817 |
-9 | 0.0680985106819433 |
-8 | -0.117810719403372 |
-7 | 0.0578687454941555 |
-6 | 0.0957210347495147 |
-5 | -0.14920845702516 |
-4 | 0.0575396490719432 |
-3 | -0.13655011451955 |
-2 | 0.0687013262889537 |
-1 | 0.129280588328136 |
0 | -0.0515951337298002 |
1 | -0.0603309028255786 |
2 | -0.00314947389127824 |
3 | -0.100750411406283 |
4 | -0.0241678890428967 |
5 | 0.205924954195667 |
6 | -0.00110694904776506 |
7 | -0.101581687538153 |
8 | -0.0798641824098033 |
9 | -0.109425365935190 |
10 | 0.197387273229368 |
11 | 0.0816120114950802 |
12 | -0.00194923939076972 |
13 | -0.0468454540917849 |