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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-15 | 0.0128191249652803 |
-14 | 0.0292492280476033 |
-13 | -0.146357039983588 |
-12 | 0.12324080467437 |
-11 | 0.0265523754428649 |
-10 | 0.0212488765126266 |
-9 | 0.0884374356545532 |
-8 | 0.144613208943611 |
-7 | 0.0247062065948913 |
-6 | 0.0842038549901819 |
-5 | 0.210158153423923 |
-4 | -0.129809271658286 |
-3 | 0.166123936988443 |
-2 | -0.0393816544765438 |
-1 | 0.156606426629491 |
0 | -0.193945835630556 |
1 | -0.113128579463868 |
2 | -0.0368156900576917 |
3 | -0.102206432856667 |
4 | -0.129701582639304 |
5 | -0.192348918885880 |
6 | -0.0555479137459363 |
7 | -0.250399645350876 |
8 | 0.105196004641696 |
9 | -0.176694368769830 |
10 | -0.0321364429698777 |
11 | -0.0394862598006494 |
12 | 0.0135110931804455 |
13 | 0.0617502615661826 |
14 | 0.00867587443607028 |
15 | 0.0450032408205069 |