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 | 0.451639176144833 |
-13 | 0.48297890449865 |
-12 | 0.486246024395404 |
-11 | 0.469354991710307 |
-10 | 0.483291591416573 |
-9 | 0.464457979960865 |
-8 | 0.489031964027437 |
-7 | 0.490105758292446 |
-6 | 0.447281428792358 |
-5 | 0.413549984074058 |
-4 | 0.430965031316067 |
-3 | 0.425846005863004 |
-2 | 0.44071596904942 |
-1 | 0.435459707454297 |
0 | 0.468798164539482 |
1 | 0.443540191616657 |
2 | 0.458114980985264 |
3 | 0.38580786125907 |
4 | 0.388243622713305 |
5 | 0.350724933616581 |
6 | 0.281444168244365 |
7 | 0.209181345081264 |
8 | 0.159783092673745 |
9 | 0.0899196418412456 |
10 | 0.0524645848132857 |
11 | -0.0277728615500012 |
12 | -0.0934763037948454 |
13 | -0.123202554364454 |
14 | -0.120403652989296 |