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 | 1 |
k | rho(Y[t],X[t+k]) |
-17 | 0.0103149085121855 |
-16 | 0.082804588665002 |
-15 | -0.0680437516606807 |
-14 | 0.06947695627572 |
-13 | -0.0511113397701174 |
-12 | 0.249489415108347 |
-11 | -0.0551881272996556 |
-10 | -0.0885204643120427 |
-9 | -0.0163408030190441 |
-8 | 0.00276224139689741 |
-7 | -0.0526031228042633 |
-6 | -0.0268913923285985 |
-5 | -0.0743585823664647 |
-4 | -0.0665894732071619 |
-3 | -0.159856126433248 |
-2 | -0.0659087755625157 |
-1 | -0.0172035451855376 |
0 | -0.368920904366423 |
1 | -0.0086244184166037 |
2 | -0.166375085940795 |
3 | 0.000420023923675815 |
4 | -0.270550526728253 |
5 | -0.108593033780919 |
6 | 0.0415877268051671 |
7 | -0.0341258119216618 |
8 | 0.0274049831178846 |
9 | -0.0257372154310165 |
10 | 0.194520443842805 |
11 | -0.126945447457724 |
12 | 0.216519218078174 |
13 | -0.0910663937779213 |
14 | 0.207343364270375 |
15 | -0.155997403565587 |
16 | 0.24736834229589 |
17 | 0.083405033524456 |