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 | -0.5 |
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]) |
-17 | 0.00361360429011221 |
-16 | 0.0588423623491971 |
-15 | -0.0251501903655216 |
-14 | 0.075314165205609 |
-13 | 0.0934185068446954 |
-12 | -0.0414648377580233 |
-11 | 0.0704994813617618 |
-10 | 0.102252164193133 |
-9 | 0.190170346836752 |
-8 | 0.0214315646339718 |
-7 | 0.0433197849213246 |
-6 | 0.0353585733091636 |
-5 | 0.0946650661375738 |
-4 | 0.107351164590993 |
-3 | 0.0359178313103387 |
-2 | 0.256255137932666 |
-1 | 0.323470146819947 |
0 | 0.0753812941094248 |
1 | 0.0386905939999355 |
2 | 0.0556568133422579 |
3 | -0.0370567144235857 |
4 | -0.155331342694253 |
5 | -0.0111353550485505 |
6 | -0.00697927856120171 |
7 | -0.0577974521184888 |
8 | 0.0893418851607167 |
9 | 0.0763908933545461 |
10 | -0.0068438116661197 |
11 | 0.0619737670488234 |
12 | -0.0136026967741669 |
13 | 0.00062036320470797 |
14 | 0.069505415547718 |
15 | -0.026554825130283 |
16 | 0.0329360256176207 |
17 | 0.110730226580131 |