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 | 0.443954840364701 |
-14 | 0.434349039663161 |
-13 | 0.426370315468562 |
-12 | 0.43682153179931 |
-11 | 0.456525396941979 |
-10 | 0.475454109958816 |
-9 | 0.484845196967309 |
-8 | 0.466370785624817 |
-7 | 0.493894453340418 |
-6 | 0.523534311124788 |
-5 | 0.541380075416305 |
-4 | 0.550926475881321 |
-3 | 0.575271524576133 |
-2 | 0.579776782804271 |
-1 | 0.588130206104381 |
0 | 0.589278004873752 |
1 | 0.587323212951014 |
2 | 0.570996796356619 |
3 | 0.527416582929067 |
4 | 0.465116852520214 |
5 | 0.396379750817157 |
6 | 0.343930042275666 |
7 | 0.298233815673943 |
8 | 0.230962108815798 |
9 | 0.16119265024228 |
10 | 0.0870823751430146 |
11 | 0.0209427937082685 |
12 | -0.0429072409522510 |
13 | -0.0146866448710747 |
14 | -0.0256052167281700 |
15 | -0.071493550862676 |