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]) |
-17 | 0.572871937300082 |
-16 | 0.523477063611138 |
-15 | 0.541749620486929 |
-14 | 0.566428724925392 |
-13 | 0.565449082830950 |
-12 | 0.574212003877465 |
-11 | 0.619973660632641 |
-10 | 0.640189848574878 |
-9 | 0.677899709507638 |
-8 | 0.745999467145572 |
-7 | 0.747490781603665 |
-6 | 0.750752095835524 |
-5 | 0.729782314586477 |
-4 | 0.641989236394626 |
-3 | 0.6191171217729 |
-2 | 0.613198371966922 |
-1 | 0.599505401001557 |
0 | 0.590071785142166 |
1 | 0.611792845469604 |
2 | 0.601777904723515 |
3 | 0.61339926071097 |
4 | 0.674426223008845 |
5 | 0.655884824031759 |
6 | 0.62000411950707 |
7 | 0.557973963526296 |
8 | 0.443079489513923 |
9 | 0.392903893389219 |
10 | 0.361701532149685 |
11 | 0.34444134400962 |
12 | 0.322963567497909 |
13 | 0.33052724254513 |
14 | 0.316346378687485 |
15 | 0.302366029668913 |
16 | 0.344291368290804 |
17 | 0.311820181539960 |