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 | 0 |
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 | 0 |
k | rho(Y[t],X[t+k]) |
-15 | 0.589708797198241 |
-14 | 0.621915157261478 |
-13 | 0.670098392978597 |
-12 | 0.711748187444332 |
-11 | 0.73932677235901 |
-10 | 0.759544937932966 |
-9 | 0.770973929281352 |
-8 | 0.777628679918682 |
-7 | 0.77511608050602 |
-6 | 0.764627164259508 |
-5 | 0.753682980425269 |
-4 | 0.741711895804593 |
-3 | 0.74438583072138 |
-2 | 0.750179932357644 |
-1 | 0.763981290303102 |
0 | 0.768219833532006 |
1 | 0.736178562124607 |
2 | 0.692580843323384 |
3 | 0.643696912934226 |
4 | 0.59528347306846 |
5 | 0.537259526230768 |
6 | 0.473587040094515 |
7 | 0.412362041515223 |
8 | 0.358084032029927 |
9 | 0.320875748486887 |
10 | 0.295213910955553 |
11 | 0.268837659976671 |
12 | 0.229928163494984 |
13 | 0.185371842441999 |
14 | 0.138046759047310 |
15 | 0.091863132104832 |