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 | 0.290667926846007 |
-15 | 0.348452608010461 |
-14 | 0.401455019196863 |
-13 | 0.455407204633671 |
-12 | 0.505930465610967 |
-11 | 0.555822773316329 |
-10 | 0.61143399705338 |
-9 | 0.661381591738072 |
-8 | 0.70650630596006 |
-7 | 0.751597604337248 |
-6 | 0.793767570795849 |
-5 | 0.832860265677843 |
-4 | 0.8711503544984 |
-3 | 0.90810222223632 |
-2 | 0.9420082712898 |
-1 | 0.972663069726136 |
0 | 0.997991167946192 |
1 | 0.97052055448084 |
2 | 0.936214790638355 |
3 | 0.900673779887743 |
4 | 0.86250917072187 |
5 | 0.82315581779459 |
6 | 0.782844201607607 |
7 | 0.740046254837308 |
8 | 0.696928545556026 |
9 | 0.653464227723602 |
10 | 0.606360895290632 |
11 | 0.55549095633606 |
12 | 0.509695603722267 |
13 | 0.464418726433781 |
14 | 0.415745046161139 |
15 | 0.368829390640196 |
16 | 0.317938172099804 |