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 | 0.128804766491581 |
-13 | 0.0134124169852218 |
-12 | -0.116462799207541 |
-11 | 0.0613111780028842 |
-10 | -0.065091332769093 |
-9 | 0.313385019168966 |
-8 | 0.143314685987614 |
-7 | -0.168923085842181 |
-6 | 0.0979503403068176 |
-5 | 0.0702005256444544 |
-4 | -0.122685683721080 |
-3 | 0.125344819109878 |
-2 | -0.36174274507029 |
-1 | -0.299181913535032 |
0 | 0.54440764716908 |
1 | -0.160712049069138 |
2 | -0.0771348338335782 |
3 | 0.0596874832070044 |
4 | -0.0610941139248157 |
5 | 0.117027688822782 |
6 | 0.009081803860962 |
7 | -0.0624235396313725 |
8 | -0.103669514322854 |
9 | 0.0456643610569369 |
10 | -0.117516283495798 |
11 | 0.0601415313941308 |
12 | -0.117594249996284 |
13 | -0.120138491233208 |
14 | -0.0321124856439378 |