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 | 1.1 |
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]) |
-14 | 0.0689485862049452 |
-13 | 0.0322775208544003 |
-12 | 0.0656479981416886 |
-11 | 0.126350131783844 |
-10 | 0.181999470363381 |
-9 | 0.196962950800520 |
-8 | 0.215278990485464 |
-7 | 0.229147301731879 |
-6 | 0.299625536932713 |
-5 | 0.311138125179651 |
-4 | 0.371486738300194 |
-3 | 0.465853651255045 |
-2 | 0.523105980398016 |
-1 | 0.532962912168517 |
0 | 0.590726393719041 |
1 | 0.583548553934873 |
2 | 0.603837126305412 |
3 | 0.57623827403245 |
4 | 0.540130817680004 |
5 | 0.494271515508608 |
6 | 0.441383613047432 |
7 | 0.413525948522432 |
8 | 0.42983989933627 |
9 | 0.449352306106477 |
10 | 0.430940411208293 |
11 | 0.373194323363442 |
12 | 0.29081496179521 |
13 | 0.296642996787751 |
14 | 0.289012884039554 |