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]) |
-16 | 0.283528760640022 |
-15 | 0.321947228505143 |
-14 | 0.424832800665222 |
-13 | 0.545039209943355 |
-12 | 0.652936851593391 |
-11 | 0.652659531991881 |
-10 | 0.605938093631982 |
-9 | 0.560855589645954 |
-8 | 0.546563528746235 |
-7 | 0.574359796541302 |
-6 | 0.594492414260912 |
-5 | 0.555468145624588 |
-4 | 0.510440331590757 |
-3 | 0.504046558303334 |
-2 | 0.619408496332111 |
-1 | 0.755381489570729 |
0 | 0.877149208774455 |
1 | 0.769334484148716 |
2 | 0.624277666269555 |
3 | 0.48645756400032 |
4 | 0.453269925433939 |
5 | 0.460863349285659 |
6 | 0.458115079596329 |
7 | 0.382087566540471 |
8 | 0.30257577427213 |
9 | 0.265325201515193 |
10 | 0.320784682882397 |
11 | 0.394471796058903 |
12 | 0.462405879102798 |
13 | 0.388597719590891 |
14 | 0.28222257564231 |
15 | 0.172583676482036 |
16 | 0.129805890169298 |