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]) |
-13 | -0.0639956580936962 |
-12 | 0.259663333626318 |
-11 | -0.0203454414914486 |
-10 | -0.0502958476583632 |
-9 | 0.328514944454434 |
-8 | -0.289133384759825 |
-7 | 0.171033587190889 |
-6 | 0.100349570679663 |
-5 | -0.240545059929103 |
-4 | 0.0823603252388359 |
-3 | -0.0033887562107082 |
-2 | -0.243448740480947 |
-1 | 0.240414958732262 |
0 | -0.443911542979687 |
1 | 0.0388760140488732 |
2 | 0.0535722643929428 |
3 | -0.128267822235212 |
4 | -0.0485254069893682 |
5 | 0.0797676751214759 |
6 | -0.106541435976749 |
7 | 0.0538747180593616 |
8 | 0.046248557544372 |
9 | -0.0343532030005636 |
10 | -0.0297839996668698 |
11 | 0.181010872279776 |
12 | -0.244432150291667 |
13 | 0.198488924211172 |