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 | -0.0155174657067508 |
-13 | 0.0350419483580086 |
-12 | 0.0766438489017833 |
-11 | 0.112287930900743 |
-10 | 0.142807653823877 |
-9 | 0.180569128521430 |
-8 | 0.218665331631546 |
-7 | 0.264859257410718 |
-6 | 0.315250651135354 |
-5 | 0.371931823471846 |
-4 | 0.432856462459734 |
-3 | 0.499788557608947 |
-2 | 0.578061336840118 |
-1 | 0.64557372780114 |
0 | 0.720099435806307 |
1 | 0.686201863963104 |
2 | 0.635788869182475 |
3 | 0.591016163972071 |
4 | 0.543987334202245 |
5 | 0.513853468054545 |
6 | 0.483635759301297 |
7 | 0.456257457548073 |
8 | 0.431573476322734 |
9 | 0.424639447339422 |
10 | 0.416719933574907 |
11 | 0.423112145978759 |
12 | 0.427595853789111 |
13 | 0.421244023534149 |
14 | 0.396466995853214 |