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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-13 | 0.0660517651690484 |
-12 | 0.0184083106469099 |
-11 | -0.0421311565489358 |
-10 | -0.157692715829321 |
-9 | -0.238863788825721 |
-8 | -0.120846696268092 |
-7 | 0.0836821272354933 |
-6 | 0.404812258769585 |
-5 | -0.0608083917367139 |
-4 | -0.115465584992353 |
-3 | -0.389996268999290 |
-2 | 0.157885114796668 |
-1 | 0.0848777113696817 |
0 | 0.102046708983249 |
1 | -0.0097103951260271 |
2 | 0.0261601178599609 |
3 | 0.2088205610987 |
4 | -0.080415357367472 |
5 | -0.0686480661946952 |
6 | -0.191939732017202 |
7 | 0.160932298441688 |
8 | 0.00139346968626145 |
9 | -0.0494978792146566 |
10 | -0.173811892305881 |
11 | -0.123964263787312 |
12 | 0.157298132120376 |
13 | 0.0733643180467715 |