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]) |
-16 | 0.0323855994067322 |
-15 | -0.0342499660221456 |
-14 | -0.0597441590832788 |
-13 | 0.00345818966598631 |
-12 | -0.0123110779645512 |
-11 | -0.09710148297212 |
-10 | -0.0911450152473816 |
-9 | -0.156680012777283 |
-8 | -0.112838313219394 |
-7 | -0.022668557685786 |
-6 | -0.00837437841833647 |
-5 | -0.0566026727292671 |
-4 | -0.150861065623419 |
-3 | 0.0529041336236735 |
-2 | -0.0030441093895735 |
-1 | -0.114220038187733 |
0 | -0.00778127815971281 |
1 | -0.0069564675567362 |
2 | 0.155745812521432 |
3 | -0.10247905922824 |
4 | 0.137046707647123 |
5 | 0.0683070682732078 |
6 | -0.0371257072554045 |
7 | -0.128429126482864 |
8 | -0.0463413525405561 |
9 | 0.172376183541822 |
10 | 0.00796616670433751 |
11 | -0.0500099916757579 |
12 | -0.0455740369888212 |
13 | 0.141921642904847 |
14 | -0.0353197779369102 |
15 | 0.00952089451675311 |
16 | -0.0700934371917083 |