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 | 0.165787475707224 |
-13 | 0.202272092338571 |
-12 | 0.2621089289562 |
-11 | 0.323487216108436 |
-10 | 0.386007423417741 |
-9 | 0.423620736978534 |
-8 | 0.437619255033057 |
-7 | 0.457674955856226 |
-6 | 0.474103714245027 |
-5 | 0.525676978113102 |
-4 | 0.548576617391970 |
-3 | 0.530756271714982 |
-2 | 0.480393562852129 |
-1 | 0.447576188015532 |
0 | 0.408947204637615 |
1 | 0.392281372667817 |
2 | 0.362635053751269 |
3 | 0.345461072034156 |
4 | 0.348464791156994 |
5 | 0.350412541102325 |
6 | 0.342436258714868 |
7 | 0.314533516812342 |
8 | 0.280825777982308 |
9 | 0.261053432036823 |
10 | 0.239919093645933 |
11 | 0.222260575087979 |
12 | 0.193266916906365 |
13 | 0.137619954413439 |
14 | 0.0740239430851884 |