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 | 0.648125521542679 |
-15 | 0.653435490391013 |
-14 | 0.690002866383533 |
-13 | 0.742996422533888 |
-12 | 0.789903619928177 |
-11 | 0.808480604857898 |
-10 | 0.811988471057312 |
-9 | 0.807048237599557 |
-8 | 0.800230989769743 |
-7 | 0.780134605789218 |
-6 | 0.745149493196687 |
-5 | 0.700728081842992 |
-4 | 0.650597116417049 |
-3 | 0.614287144895535 |
-2 | 0.617223512666824 |
-1 | 0.632632663921242 |
0 | 0.635343035919897 |
1 | 0.609907203109746 |
2 | 0.57031067770306 |
3 | 0.527377096143498 |
4 | 0.484431022349957 |
5 | 0.431035290923549 |
6 | 0.367403487058717 |
7 | 0.311266715644 |
8 | 0.2611790565422 |
9 | 0.220485628592682 |
10 | 0.190198488909878 |
11 | 0.168082452265697 |
12 | 0.138864286217381 |
13 | 0.0979710569803086 |
14 | 0.0560571621981062 |
15 | 0.019476029536622 |
16 | -0.0177531123553677 |