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 | 0.145929634074783 |
-12 | 0.0974936995548956 |
-11 | 0.125234917267367 |
-10 | 0.0175462010600529 |
-9 | -0.233372454331702 |
-8 | -0.149503298976788 |
-7 | -0.174723928713691 |
-6 | 0.477067026217796 |
-5 | -0.0124480426586836 |
-4 | 0.244406561100992 |
-3 | -0.366461848678856 |
-2 | 0.190245975056570 |
-1 | -0.203579823578106 |
0 | 0.068986872635018 |
1 | -0.152684766809848 |
2 | -0.00678239105901556 |
3 | 0.256774622098610 |
4 | 0.0616959883025704 |
5 | 0.207358060408050 |
6 | -0.484985927987577 |
7 | 0.109595633231839 |
8 | -0.155940388043918 |
9 | 0.258112162948511 |
10 | -0.111648391256053 |
11 | -0.0362527190315584 |
12 | 0.0728302963120403 |
13 | 0.0261149538259898 |