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]) |
-15 | 0.137143521771456 |
-14 | 0.176068767736975 |
-13 | 0.200510899426015 |
-12 | 0.226057956606484 |
-11 | 0.259589980867212 |
-10 | 0.288758905985735 |
-9 | 0.308524616339847 |
-8 | 0.336116870607612 |
-7 | 0.373445999583314 |
-6 | 0.410508930853548 |
-5 | 0.458258490032555 |
-4 | 0.513366016737267 |
-3 | 0.570634824138749 |
-2 | 0.627230457666842 |
-1 | 0.692911436892264 |
0 | 0.758774406057424 |
1 | 0.71598475423977 |
2 | 0.69213006076814 |
3 | 0.681166415266771 |
4 | 0.660731018756951 |
5 | 0.641785108747934 |
6 | 0.625481750854492 |
7 | 0.612043925435201 |
8 | 0.599033645733143 |
9 | 0.58500069809731 |
10 | 0.566406827636244 |
11 | 0.549087558707519 |
12 | 0.532315872568207 |
13 | 0.5360697276454 |
14 | 0.538657084094766 |
15 | 0.529659980619269 |