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 | 0.479296310598718 |
-14 | 0.486327952693519 |
-13 | 0.496500068688681 |
-12 | 0.507043189088047 |
-11 | 0.534562373686748 |
-10 | 0.557886857081597 |
-9 | 0.578606471525812 |
-8 | 0.600282336758324 |
-7 | 0.621502284606799 |
-6 | 0.632830523481254 |
-5 | 0.641097976021039 |
-4 | 0.648940863661648 |
-3 | 0.679968454868763 |
-2 | 0.703848985880835 |
-1 | 0.710740389158211 |
0 | 0.707758831400152 |
1 | 0.640294250834775 |
2 | 0.573109794835723 |
3 | 0.515684364659663 |
4 | 0.46406846519212 |
5 | 0.419805147106986 |
6 | 0.37752964011445 |
7 | 0.337944797723690 |
8 | 0.298258483439355 |
9 | 0.263943612439923 |
10 | 0.240518080833728 |
11 | 0.216914885146647 |
12 | 0.18606665274933 |
13 | 0.159684913705043 |
14 | 0.126064669718199 |
15 | 0.0969439309913067 |