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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0056738863038473 |
-12 | -0.107443654743964 |
-11 | -0.0777334816961399 |
-10 | -0.351136009919214 |
-9 | -0.162098836843941 |
-8 | -0.0682100786695128 |
-7 | -0.425205867557874 |
-6 | -0.177791767027603 |
-5 | 0.0135179073352404 |
-4 | -0.0519246208061146 |
-3 | 0.163689149403687 |
-2 | -0.00984782422146275 |
-1 | -0.0786526975628587 |
0 | 0.548572729607362 |
1 | 0.0122994951910431 |
2 | -0.0690357563319736 |
3 | 0.322793203902429 |
4 | 0.200894088642264 |
5 | 0.124147679547918 |
6 | 0.264875050489770 |
7 | -0.174722403830885 |
8 | 0.0118604336762574 |
9 | 0.0940840932660669 |
10 | -0.231900480312678 |
11 | -0.196313825362536 |
12 | 0.153316052005721 |
13 | -0.0590193857058228 |