Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0 |
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 | 0 |
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 | 0.128865429383508 |
-13 | 0.0292583269557057 |
-12 | -0.117779153585469 |
-11 | 0.0760417931867527 |
-10 | -0.052725423499336 |
-9 | 0.274506408402017 |
-8 | 0.147607544730369 |
-7 | -0.156716201132558 |
-6 | 0.0820345548854625 |
-5 | 0.0770869633566055 |
-4 | -0.109784916135168 |
-3 | 0.1313052036768 |
-2 | -0.358005231682188 |
-1 | -0.302210783217429 |
0 | 0.537237596283439 |
1 | -0.128040337257964 |
2 | -0.0890699261443282 |
3 | 0.0575748388073898 |
4 | -0.044369854019987 |
5 | 0.115943347249745 |
6 | 0.0116812853989554 |
7 | -0.0759197203573822 |
8 | -0.12185028692901 |
9 | 0.0465917151630912 |
10 | -0.130096761901236 |
11 | 0.0242082337751046 |
12 | -0.0969014053272851 |
13 | -0.139858087007998 |
14 | -0.0466697212854745 |