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 | 0.162078628309618 |
-14 | 0.20467548933218 |
-13 | 0.256606938451275 |
-12 | 0.30853838757037 |
-11 | 0.365511666679876 |
-10 | 0.41804813539782 |
-9 | 0.469547427660594 |
-8 | 0.521939844093098 |
-7 | 0.568037175651859 |
-6 | 0.61309733075545 |
-5 | 0.658157485859041 |
-4 | 0.705291993872973 |
-3 | 0.752210423458744 |
-2 | 0.799128853044515 |
-1 | 0.852270341361309 |
0 | 0.892965712216058 |
1 | 0.87684566125743 |
2 | 0.85865125738846 |
3 | 0.838382500609149 |
4 | 0.813965038009157 |
5 | 0.77302477826916 |
6 | 0.75379319794502 |
7 | 0.73352444116571 |
8 | 0.694658534336053 |
9 | 0.673352601101572 |
10 | 0.636561047182256 |
11 | 0.595620787442258 |
12 | 0.557792057067772 |
13 | 0.518926150238115 |
14 | 0.480060243408458 |
15 | 0.454605604353296 |