Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.166335780151587 |
-12 | 0.0474987639937449 |
-11 | -0.0830869253208773 |
-10 | -0.11606808511784 |
-9 | -0.0612822540042367 |
-8 | 0.029989813925392 |
-7 | -0.0358430293011013 |
-6 | -0.146604561340752 |
-5 | -0.101575413687828 |
-4 | -0.363708885420086 |
-3 | -0.235720337209591 |
-2 | 0.0106106859173236 |
-1 | 0.039097770393095 |
0 | 0.0617348329798456 |
1 | -0.208536161803914 |
2 | -0.241284387477269 |
3 | -0.068636180575139 |
4 | -0.0472424505413728 |
5 | 0.150132863906895 |
6 | 0.00296163424350486 |
7 | -0.263604620221152 |
8 | -0.0801538450035952 |
9 | -0.0733394934079699 |
10 | -0.149037218874683 |
11 | -0.140851216581189 |
12 | -0.150325003012798 |
13 | 0.0141345062507234 |