Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0 |
Degree of non-seasonal differencing (d) of X series | 2 |
Degree of seasonal differencing (D) of X series | 1 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 0 |
Degree of non-seasonal differencing (d) of Y series | 2 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.110889568161045 |
-12 | -0.243668240318847 |
-11 | 0.257570081785849 |
-10 | -0.176589384814295 |
-9 | 0.236750823858184 |
-8 | -0.189283458948711 |
-7 | -0.0774862173173764 |
-6 | 0.0739247417003751 |
-5 | 0.0681910372114541 |
-4 | -0.0894848214402331 |
-3 | 0.107756595254641 |
-2 | -0.192757698811668 |
-1 | -0.197117662794973 |
0 | 0.713067981121252 |
1 | -0.15472545608258 |
2 | 0.081755644883193 |
3 | -0.128511390754384 |
4 | -0.091619479554054 |
5 | 0.179886015904060 |
6 | -0.0525957463015481 |
7 | -0.0852508892512073 |
8 | 0.0151613241814401 |
9 | -0.0133241844128856 |
10 | -0.0374018972208789 |
11 | 0.257331066030994 |
12 | -0.112532715977719 |
13 | -0.120299258920069 |