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 | 1 |
k | rho(Y[t],X[t+k]) |
-18 | -0.0182962115674436 |
-17 | 0.00927881277154573 |
-16 | 0.101708734068472 |
-15 | -0.0555384488129543 |
-14 | 0.0645716420825282 |
-13 | -0.0750929304666158 |
-12 | 0.228079957333872 |
-11 | -0.0940104623894345 |
-10 | -0.122574619906603 |
-9 | -0.0434366221736107 |
-8 | -0.0137922462954858 |
-7 | -0.052501542807938 |
-6 | -0.0449175739185876 |
-5 | -0.0981684466525965 |
-4 | -0.0929105765313556 |
-3 | -0.16459642442942 |
-2 | -0.0785765197852135 |
-1 | -0.0116403829578693 |
0 | -0.363049817730616 |
1 | -0.00692202647297456 |
2 | -0.169982560376978 |
3 | -0.0106122424939987 |
4 | -0.254962740172638 |
5 | -0.114411135431941 |
6 | 0.0266001747357439 |
7 | -0.0263800004567245 |
8 | 0.00788489619005183 |
9 | -0.00644607617581936 |
10 | 0.150410199194983 |
11 | -0.118927085042528 |
12 | 0.209617787357279 |
13 | -0.0902600897536531 |
14 | 0.186552387654183 |
15 | -0.139150400633529 |
16 | 0.230020827462986 |
17 | 0.0748736375076593 |
18 | -0.0648839754505984 |