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 | 2 |
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]) |
-16 | 0.00967754406469997 |
-15 | -0.00200541113996878 |
-14 | -0.0149856890710449 |
-13 | 0.0658602803662067 |
-12 | -0.0254025459316951 |
-11 | 0.0219628276780574 |
-10 | 0.032414937873664 |
-9 | -0.0191143582135517 |
-8 | 0.0733833420459784 |
-7 | 0.132916152406519 |
-6 | -0.0435026153366335 |
-5 | 0.00835101143218357 |
-4 | 0.0925974168355507 |
-3 | -0.124151166098128 |
-2 | 0.0485871534755395 |
-1 | -0.0117736066374139 |
0 | -0.0619814062828229 |
1 | 0.0499096571554886 |
2 | 0.01562226357655 |
3 | -0.0369082272234377 |
4 | 0.0113415014746582 |
5 | -0.178423171644980 |
6 | -0.0730670692695093 |
7 | 0.0715632627240686 |
8 | -0.0274210511675047 |
9 | -0.0393961054332427 |
10 | -0.0103967120978179 |
11 | -0.0461184127904247 |
12 | -0.0420018305056178 |
13 | 0.0386809663526912 |
14 | -0.0919789726165948 |
15 | -0.109038565021239 |
16 | -0.0289842847633013 |