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]) |
-17 | -0.102613066588082 |
-16 | 0.154957923479744 |
-15 | -0.0291690912772091 |
-14 | -0.0626466600703377 |
-13 | 0.00589310759793503 |
-12 | 0.148775503457454 |
-11 | -0.181087380912304 |
-10 | 0.174151894647307 |
-9 | -0.0472880511674319 |
-8 | -0.117736887679213 |
-7 | 0.169921621375792 |
-6 | -0.0851725018878482 |
-5 | -0.0973660130565397 |
-4 | 0.22212209731198 |
-3 | -0.0987814621230894 |
-2 | -0.109580714700707 |
-1 | 0.232325598869151 |
0 | -0.332941705590635 |
1 | 0.162850172010864 |
2 | 0.0449915161201081 |
3 | -0.0924278515528298 |
4 | 0.0296508653152467 |
5 | 0.0615073508418464 |
6 | -0.127478017764473 |
7 | 0.0411322911233523 |
8 | 0.0845079848218404 |
9 | -0.117329934774557 |
10 | 0.0589173006452322 |
11 | 0.0726235609071012 |
12 | -0.186869605950445 |
13 | 0.155049406738064 |
14 | 0.0118821230821056 |
15 | -0.147553867663309 |
16 | 0.14977680833976 |
17 | -0.0159451174170074 |