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]) |
-12 | -0.109989444429889 |
-11 | -0.0491564380953627 |
-10 | 0.0270283841863912 |
-9 | 0.131160402581552 |
-8 | 0.22131882292001 |
-7 | 0.321316187643598 |
-6 | 0.435287150423891 |
-5 | 0.510285173966582 |
-4 | 0.588231052441784 |
-3 | 0.671881221630543 |
-2 | 0.747262083476158 |
-1 | 0.836616543378477 |
0 | 0.924784204541733 |
1 | 0.87022974637515 |
2 | 0.811540634536995 |
3 | 0.741825779574647 |
4 | 0.687079902256602 |
5 | 0.611852175732157 |
6 | 0.536624449207711 |
7 | 0.478930716957157 |
8 | 0.418671968077016 |
9 | 0.361169654977923 |
10 | 0.302289123988306 |
11 | 0.248921464560786 |
12 | 0.190040933571169 |