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 | 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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.021285112778702 |
-12 | -0.0262594817382612 |
-11 | 0.0296913250338689 |
-10 | -0.0157451713528591 |
-9 | 0.0199542153230302 |
-8 | 0.0181397278436628 |
-7 | 0.00274973608331562 |
-6 | 0.0436994710731059 |
-5 | 0.0787112238834366 |
-4 | 0.0289689112923315 |
-3 | 0.0778950831541213 |
-2 | 0.0292171866492645 |
-1 | 0.0540483968946604 |
0 | 0.0152334202469023 |
1 | -0.0111473346651947 |
2 | -0.0401203155922098 |
3 | -0.106565278619166 |
4 | -0.138448694346208 |
5 | -0.143681134535595 |
6 | -0.161706372807394 |
7 | -0.13405379273365 |
8 | -0.13261213457081 |
9 | -0.109745430336968 |
10 | -0.0771062149003077 |
11 | -0.10431928059381 |
12 | -0.0522204416920775 |
13 | -0.0370307106655767 |