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 | 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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | 0.0477703863319752 |
-13 | 0.095463186139553 |
-12 | 0.242241358388638 |
-11 | 0.10959021314749 |
-10 | 0.237957191836880 |
-9 | 0.230855327705553 |
-8 | 0.175848005533646 |
-7 | 0.395972520751433 |
-6 | 0.260563717986979 |
-5 | 0.0990262309255264 |
-4 | 0.304051143622409 |
-3 | 0.272121692701369 |
-2 | 0.067231959325596 |
-1 | 0.317599032464795 |
0 | 0.118958735861893 |
1 | 0.204603648750494 |
2 | 0.261771601350106 |
3 | -0.119515630651513 |
4 | 0.0300801675963271 |
5 | -0.0957146125412563 |
6 | -0.0436950761873058 |
7 | 0.163565631858622 |
8 | -0.0256436950888604 |
9 | -0.177487928570599 |
10 | 0.0698589418108148 |
11 | -0.0803870992832234 |
12 | -0.0812372173963721 |
13 | 0.064085684336901 |
14 | -0.314095194663097 |