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]) |
-17 | 0.025785284599939 |
-16 | 0.091394327199122 |
-15 | 0.106961969849184 |
-14 | 0.169311873420538 |
-13 | 0.13340114193832 |
-12 | 0.0912338916692098 |
-11 | 0.107059967996525 |
-10 | 0.0770012165469527 |
-9 | 0.216103761012581 |
-8 | 0.0443208094653134 |
-7 | 0.0749417381583825 |
-6 | 0.0359283264411646 |
-5 | 0.131316867328351 |
-4 | 0.123828761759968 |
-3 | 0.127738582617122 |
-2 | 0.256034045865606 |
-1 | 0.36301139628959 |
0 | 0.211650722570431 |
1 | 0.102002913480296 |
2 | 0.0941893884380982 |
3 | -0.0658462938070174 |
4 | -0.206728440190674 |
5 | -0.114075682489744 |
6 | -0.047140699561343 |
7 | -0.111829198641799 |
8 | -0.0834876532173073 |
9 | -0.00516600897285145 |
10 | 0.0175669907347008 |
11 | -0.0373762310813965 |
12 | -0.0473066457489136 |
13 | -0.0554631386010157 |
14 | 0.0560463355008397 |
15 | -0.0910217150177488 |
16 | 0.00799701186600794 |
17 | 0.0778878478510805 |