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 | 1 |
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 | 0 |
k | rho(Y[t],X[t+k]) |
-17 | -0.04347007029858 |
-16 | -0.0332780273315675 |
-15 | 0.0447038680451226 |
-14 | -0.0852846514879445 |
-13 | -0.0858133834330864 |
-12 | 0.0362794776188292 |
-11 | -0.100372520390647 |
-10 | -0.00546742803854612 |
-9 | 0.0699713772277001 |
-8 | 0.0105875808372441 |
-7 | 0.0339998097982399 |
-6 | 0.0615178674489972 |
-5 | -0.0427728235825486 |
-4 | 0.00431829211289869 |
-3 | 0.151526594618141 |
-2 | -0.0156230718150465 |
-1 | 0.109095384179139 |
0 | 0.0717792036898001 |
1 | -0.0524636362150286 |
2 | 0.0678766712196391 |
3 | 0.0266919308379502 |
4 | 0.0585239666234717 |
5 | 0.224271050915595 |
6 | -0.0220789400937203 |
7 | -0.055105408575305 |
8 | 0.0820222055235295 |
9 | -0.0750624106739885 |
10 | 0.00501068560352843 |
11 | 0.0579639583368522 |
12 | -0.0398093902275999 |
13 | 0.0270726394083434 |
14 | 0.073027561112547 |
15 | -0.032457562615062 |
16 | 0.00547012427488024 |
17 | -0.042887683250387 |