Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1.6 |
Degree of non-seasonal differencing (d) of X series | 1 |
Degree of seasonal differencing (D) of X series | 0 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 0.2 |
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]) |
-15 | 0.0947145806899992 |
-14 | 0.00925623749213676 |
-13 | 0.0130971654227199 |
-12 | -0.05729343286031 |
-11 | -0.189835926849945 |
-10 | -0.101759858607923 |
-9 | 0.0007542749892066 |
-8 | 0.2203033394042 |
-7 | 0.219580656155558 |
-6 | -0.0124591899461505 |
-5 | -0.0221397624621432 |
-4 | -0.0552270613100544 |
-3 | 0.0872353123361771 |
-2 | -0.190959320128734 |
-1 | -0.0134718090495893 |
0 | 0.0757409971706031 |
1 | -0.0603849189350272 |
2 | -0.0185831570672707 |
3 | -0.0781119084040206 |
4 | 0.21899056675645 |
5 | 0.0306688052609139 |
6 | -0.161611852931806 |
7 | -0.012670104084897 |
8 | -0.162928366405087 |
9 | -0.0862951159593987 |
10 | 0.122296616389269 |
11 | 0.109166449131413 |
12 | 0.079892342939457 |
13 | -0.108833889223028 |
14 | -0.092633320730723 |
15 | -0.173022875639938 |