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 | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-13 | 0.163799620846864 |
-12 | 0.218650551038677 |
-11 | -0.0529324909286887 |
-10 | 0.16309170188044 |
-9 | 0.0656738007846349 |
-8 | 0.0744610194928365 |
-7 | 0.249782093496751 |
-6 | 0.00847475711959384 |
-5 | -0.0681028963132641 |
-4 | -0.0351998006629607 |
-3 | -0.144110363515108 |
-2 | -0.210483279421673 |
-1 | -0.0570173749193028 |
0 | 0.0268305232530122 |
1 | -0.0779538823866974 |
2 | -0.0483316417379889 |
3 | -0.257880465461194 |
4 | -0.0675293150269062 |
5 | 0.170750830238591 |
6 | -0.052377615731577 |
7 | 0.0239054667229398 |
8 | -0.0727495787511022 |
9 | -0.124950967810947 |
10 | -0.152913459099769 |
11 | 0.0547341003461665 |
12 | -0.0387000361524939 |
13 | -0.162057191903905 |