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 |
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]) |
-14 | -0.189849300396958 |
-13 | -0.121166198130677 |
-12 | -0.167081211890595 |
-11 | 0.0961582373565297 |
-10 | 0.207815633132636 |
-9 | 0.176225383875992 |
-8 | 0.142291082246085 |
-7 | 0.00209307302824763 |
-6 | 0.128075233307628 |
-5 | 0.24572298514874 |
-4 | 0.227155249076892 |
-3 | 0.489352897269234 |
-2 | 0.57105851272031 |
-1 | 0.395178817376134 |
0 | 0.304987258787911 |
1 | 0.344911916482822 |
2 | 0.126990813118786 |
3 | 0.157539261320644 |
4 | -0.061423643098175 |
5 | 0.0430926799933221 |
6 | -0.0542399512795061 |
7 | -0.0203056496496005 |
8 | 0.097233186626691 |
9 | 0.0954858021302604 |
10 | -0.0208596983923721 |
11 | 0.0190649593025387 |
12 | -0.148589243168185 |
13 | -0.0511050771964768 |
14 | -0.0971290065212133 |