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]) |
-14 | 0.230970705829976 |
-13 | 0.293191893535562 |
-12 | 0.35770471711371 |
-11 | 0.427900797655811 |
-10 | 0.497455220153595 |
-9 | 0.564901337648622 |
-8 | 0.62492255491655 |
-7 | 0.680910493048767 |
-6 | 0.737540089225303 |
-5 | 0.790319737135934 |
-4 | 0.839655383706658 |
-3 | 0.884826800520384 |
-2 | 0.92343759120752 |
-1 | 0.95064258278036 |
0 | 0.972570264315245 |
1 | 0.92386318072671 |
2 | 0.868556185825195 |
3 | 0.809399242657777 |
4 | 0.752219653871827 |
5 | 0.698575731860687 |
6 | 0.645809179012184 |
7 | 0.593317622468389 |
8 | 0.537801106572813 |
9 | 0.480542947414089 |
10 | 0.422053852415246 |
11 | 0.363800468534724 |
12 | 0.303347114216543 |
13 | 0.246154430368464 |
14 | 0.194383102241760 |