Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0.6 |
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 | 0.9 |
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 | 0.319031613893005 |
-15 | 0.374908830793322 |
-14 | 0.426496659265706 |
-13 | 0.478744692973941 |
-12 | 0.5278640049764 |
-11 | 0.57623894074026 |
-10 | 0.629501882860105 |
-9 | 0.677729447328674 |
-8 | 0.721466475698734 |
-7 | 0.764898912668919 |
-6 | 0.805203454320882 |
-5 | 0.842432604821608 |
-4 | 0.878955413464269 |
-3 | 0.913979243037946 |
-2 | 0.946023256512271 |
-1 | 0.974885526860873 |
0 | 0.998524314989452 |
1 | 0.970545676486246 |
2 | 0.935844415161084 |
3 | 0.899843615015843 |
4 | 0.861476995732883 |
5 | 0.821917600446748 |
6 | 0.781556221183869 |
7 | 0.738958996204407 |
8 | 0.695890988125731 |
9 | 0.652249710873843 |
10 | 0.605199751894239 |
11 | 0.554687670356904 |
12 | 0.508942125054212 |
13 | 0.463737297623657 |
14 | 0.415373582968123 |
15 | 0.368753292570903 |
16 | 0.318286602012781 |