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 | 1.1 |
Degree of non-seasonal differencing (d) of Y series | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.040948810760078 |
-12 | 0.0503178451874771 |
-11 | -0.00864513651824456 |
-10 | -0.0802466104510305 |
-9 | -0.128643952588727 |
-8 | -0.162853310543859 |
-7 | -0.210079527809982 |
-6 | -0.275034962358321 |
-5 | -0.341605850101474 |
-4 | -0.407093465304991 |
-3 | -0.47307243968031 |
-2 | -0.561917107759988 |
-1 | -0.67282093056232 |
0 | -0.751336324285515 |
1 | -0.700769417097611 |
2 | -0.600706200602573 |
3 | -0.534632552736359 |
4 | -0.447965249189347 |
5 | -0.341033586292116 |
6 | -0.218749603967794 |
7 | -0.147536165998775 |
8 | -0.115869724925832 |
9 | -0.122346600118626 |
10 | -0.105059751856136 |
11 | -0.0612763319063758 |
12 | -0.0207307288853736 |
13 | 0.0197629172484807 |