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]) |
-14 | -0.209251261431644 |
-13 | -0.169704350499039 |
-12 | -0.131169674095478 |
-11 | -0.0948128396805245 |
-10 | -0.0558942546245996 |
-9 | 0.00111997796156646 |
-8 | 0.0472344178379564 |
-7 | 0.0854564679371574 |
-6 | 0.133414442029052 |
-5 | 0.191496288904784 |
-4 | 0.256510938769746 |
-3 | 0.308296435529034 |
-2 | 0.354487487730379 |
-1 | 0.393380105398595 |
0 | 0.420297325164524 |
1 | 0.459326336008560 |
2 | 0.504819796398376 |
3 | 0.549232577555124 |
4 | 0.59274471854401 |
5 | 0.632045401807002 |
6 | 0.677290319521592 |
7 | 0.660033965322932 |
8 | 0.634807065278803 |
9 | 0.605282505694044 |
10 | 0.579245810714212 |
11 | 0.558519375427474 |
12 | 0.535099457413163 |
13 | 0.514681628604418 |
14 | 0.480998917157005 |