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]) |
-17 | 0.611896618414333 |
-16 | 0.635589427287293 |
-15 | 0.659157923059857 |
-14 | 0.68489749192771 |
-13 | 0.709591597824924 |
-12 | 0.73265261594754 |
-11 | 0.755016924434616 |
-10 | 0.777112695988149 |
-9 | 0.800049886889665 |
-8 | 0.821249730271362 |
-7 | 0.842542388521808 |
-6 | 0.859810525769683 |
-5 | 0.878047265799591 |
-4 | 0.895720063456507 |
-3 | 0.914965751676461 |
-2 | 0.93911322112513 |
-1 | 0.96146543926607 |
0 | 0.983253719161354 |
1 | 0.956075168431018 |
2 | 0.929821176292773 |
3 | 0.901132081636401 |
4 | 0.873037648664441 |
5 | 0.84583354536084 |
6 | 0.815448072967048 |
7 | 0.789072996911092 |
8 | 0.76250683867604 |
9 | 0.73627900995695 |
10 | 0.712231853372754 |
11 | 0.685321342690432 |
12 | 0.659725012368641 |
13 | 0.632654391732687 |
14 | 0.607084591475163 |
15 | 0.581107409517671 |
16 | 0.555927075794851 |
17 | 0.529504536050169 |