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]) |
-15 | 0.266691281592530 |
-14 | 0.264323665940250 |
-13 | 0.287817403008473 |
-12 | 0.318648079583041 |
-11 | 0.327398674905994 |
-10 | 0.320044221548525 |
-9 | 0.294022437095761 |
-8 | 0.277243346587638 |
-7 | 0.298993926877894 |
-6 | 0.34988882853242 |
-5 | 0.361933153091868 |
-4 | 0.326465136110503 |
-3 | 0.330843549518505 |
-2 | 0.345497220317238 |
-1 | 0.397507859463284 |
0 | 0.485336747850773 |
1 | 0.431542724426388 |
2 | 0.401474730557845 |
3 | 0.323659380546206 |
4 | 0.325823376259886 |
5 | 0.290444403376376 |
6 | 0.291218620716424 |
7 | 0.248231278469283 |
8 | 0.191316416905855 |
9 | 0.0979403257471236 |
10 | 0.137964904595378 |
11 | 0.141237971605064 |
12 | 0.096151358162152 |
13 | 0.0555525908211754 |
14 | 0.0241811692751931 |
15 | -0.0487074302092521 |