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 | 0.12714680056775 |
-13 | 0.189548239628262 |
-12 | 0.577350767190305 |
-11 | 0.296952153838728 |
-10 | 0.189317609978108 |
-9 | 0.378257236134395 |
-8 | 0.422911250405582 |
-7 | 0.318237661332049 |
-6 | 0.556151395871908 |
-5 | 0.469285772643241 |
-4 | 0.527396182650969 |
-3 | 0.479595618382231 |
-2 | 0.37325221912205 |
-1 | 0.498582158489221 |
0 | 0.997620921990233 |
1 | 0.500549477405472 |
2 | 0.368685927838851 |
3 | 0.469189377790298 |
4 | 0.517161266052008 |
5 | 0.453543861374561 |
6 | 0.546714989482894 |
7 | 0.31060856156539 |
8 | 0.417790453364373 |
9 | 0.369691427554442 |
10 | 0.17158984320853 |
11 | 0.282103586151878 |
12 | 0.564320060949563 |
13 | 0.186400800603103 |
14 | 0.124439033917544 |