Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0 |
Degree of non-seasonal differencing (d) of X series | 0 |
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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0488788572488967 |
-12 | -0.0998087221778246 |
-11 | 0.0207981266521907 |
-10 | -0.103857956893088 |
-9 | -0.0768015949673424 |
-8 | 0.0351199803799179 |
-7 | -0.149113048330121 |
-6 | -0.0886023672034659 |
-5 | -0.193016327640973 |
-4 | -0.250140282101403 |
-3 | -0.180079032630057 |
-2 | -0.0940882179006748 |
-1 | 0.0870328758247202 |
0 | 0.0990369345980676 |
1 | -0.266545446257949 |
2 | -0.2122221350283 |
3 | -0.106437579542732 |
4 | 0.034913436337988 |
5 | 0.246431911516473 |
6 | -0.0542817744560465 |
7 | -0.240141527195017 |
8 | -0.0080426654131642 |
9 | -0.0613692395681638 |
10 | -0.0882018125679415 |
11 | -0.0277258864842913 |
12 | -0.177837607836941 |
13 | -0.00952212788594813 |