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 | 0.230142633249512 |
-15 | 0.256478322764938 |
-14 | 0.282396958542866 |
-13 | 0.286595498412726 |
-12 | 0.278932540204773 |
-11 | 0.273754886811184 |
-10 | 0.285073789345158 |
-9 | 0.306001275035942 |
-8 | 0.335460415006584 |
-7 | 0.380703953836955 |
-6 | 0.432936949174781 |
-5 | 0.482743741741882 |
-4 | 0.547810370380937 |
-3 | 0.621654637042729 |
-2 | 0.688561866160221 |
-1 | 0.747564748242246 |
0 | 0.80608368042687 |
1 | 0.72167893015031 |
2 | 0.64195833833691 |
3 | 0.554698228219299 |
4 | 0.470606210269613 |
5 | 0.404787646530355 |
6 | 0.359439590224222 |
7 | 0.316102160818641 |
8 | 0.27830097842171 |
9 | 0.255180213235065 |
10 | 0.250396764679693 |
11 | 0.243301585878587 |
12 | 0.246629185502604 |
13 | 0.253293328870881 |
14 | 0.252040273450176 |
15 | 0.236754403967627 |
16 | 0.224088571888619 |