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 | 0.168100709180392 |
-14 | 0.178333199837999 |
-13 | 0.188082527388659 |
-12 | 0.199191164844647 |
-11 | 0.191819640794073 |
-10 | 0.177884875429466 |
-9 | 0.199630547245031 |
-8 | 0.229856393454751 |
-7 | 0.276623957404643 |
-6 | 0.341605281285007 |
-5 | 0.39697711974214 |
-4 | 0.454828478458715 |
-3 | 0.529632739956817 |
-2 | 0.576292750475369 |
-1 | 0.627331840317653 |
0 | 0.675883136559623 |
1 | 0.660371427091372 |
2 | 0.628305589871641 |
3 | 0.598655568186636 |
4 | 0.567702495314236 |
5 | 0.545464559716767 |
6 | 0.523028891272448 |
7 | 0.46753295270223 |
8 | 0.412725356092591 |
9 | 0.359204263988601 |
10 | 0.275640189174858 |
11 | 0.205240654357193 |
12 | 0.129465929974765 |
13 | 0.123138456208906 |
14 | 0.044933851612269 |
15 | -0.0236836055814924 |