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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-15 | -0.0439627183170487 |
-14 | -0.089928353880271 |
-13 | 0.099594872175067 |
-12 | 0.0871132781165938 |
-11 | 0.0674279460451468 |
-10 | -0.112707310009716 |
-9 | -0.157438971931827 |
-8 | 0.111758930572562 |
-7 | 0.00652920959704856 |
-6 | -0.0443056192527211 |
-5 | 0.0980931539677459 |
-4 | -0.0694355605644122 |
-3 | 0.139997996943451 |
-2 | 0.170138519461741 |
-1 | -0.114317535225448 |
0 | -0.0751723401909412 |
1 | -0.107280550407219 |
2 | -0.0547114883321034 |
3 | 0.157006822807418 |
4 | -0.0082704887320318 |
5 | -0.056787213311194 |
6 | 0.0376702512838068 |
7 | -0.096991173700503 |
8 | 0.0511941702412621 |
9 | -0.120119606947948 |
10 | -0.104869909856712 |
11 | 0.136230314196838 |
12 | 0.207742539194959 |
13 | -0.141163390397428 |
14 | 0.0876971491618553 |
15 | -0.0835499267494566 |