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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-14 | 0.176552025666587 |
-13 | 0.241268766732065 |
-12 | -0.102641102966516 |
-11 | 0.0774539610149894 |
-10 | 0.102418203842476 |
-9 | 0.119144271946531 |
-8 | 0.0673374795771496 |
-7 | -0.0238559156850369 |
-6 | 0.113759739796292 |
-5 | -0.0174094232444466 |
-4 | -0.119775436352375 |
-3 | 0.0174566577440874 |
-2 | 0.102839331022101 |
-1 | 0.0258582666400498 |
0 | 0.154536243060214 |
1 | -0.0182118761120016 |
2 | 0.110231499851931 |
3 | 0.180014610454183 |
4 | 0.350037847712318 |
5 | 0.366101897728937 |
6 | 0.236429990762042 |
7 | 0.157841133426321 |
8 | 0.0968338934091938 |
9 | -0.113085637317343 |
10 | -0.119972872222614 |
11 | -0.0486310235957907 |
12 | -0.0483745274991051 |
13 | 0.0502880655749901 |
14 | -0.186110443844672 |