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 | -0.7 |
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]) |
-16 | 0.0366920769371048 |
-15 | 0.0987698782057464 |
-14 | 0.149836048758131 |
-13 | 0.162454543833981 |
-12 | 0.138079983494140 |
-11 | 0.0666233169887424 |
-10 | -0.107467661917511 |
-9 | -0.151901425192678 |
-8 | -0.155482141173839 |
-7 | -0.0365591131319498 |
-6 | -0.0321262079944661 |
-5 | -0.0940458831155122 |
-4 | -0.177069773224795 |
-3 | 0.0663067694210089 |
-2 | 0.0581072000995315 |
-1 | 0.302888650093075 |
0 | 0.323633520408322 |
1 | 0.426427532947196 |
2 | 0.188297715167111 |
3 | 0.0873381216592128 |
4 | 0.178915020157723 |
5 | 0.0553765287161688 |
6 | -0.0458871893516758 |
7 | -0.11985703755125 |
8 | -0.0300034605674534 |
9 | -0.0845963944738653 |
10 | -0.00631220693089579 |
11 | -0.0419393137723757 |
12 | -0.0244304731580453 |
13 | -0.0978321447579863 |
14 | -0.046949172092894 |
15 | 0.0685775777256058 |
16 | -0.0725755174505503 |