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 | 0.510551338276896 |
-16 | 0.552685313139875 |
-15 | 0.590852201350441 |
-14 | 0.625125145301863 |
-13 | 0.652534391644605 |
-12 | 0.674918216886265 |
-11 | 0.693777567578099 |
-10 | 0.708378819310337 |
-9 | 0.719553843543682 |
-8 | 0.72208106593207 |
-7 | 0.723179061932862 |
-6 | 0.721918018956564 |
-5 | 0.719190631210772 |
-4 | 0.711318207072968 |
-3 | 0.699600949652282 |
-2 | 0.683129333034759 |
-1 | 0.656713223898862 |
0 | 0.615794096477654 |
1 | 0.564879524093758 |
2 | 0.506881082324737 |
3 | 0.450718846592548 |
4 | 0.408738362503416 |
5 | 0.388045317076134 |
6 | 0.380015532117937 |
7 | 0.385462116784928 |
8 | 0.395667343958972 |
9 | 0.404221090572123 |
10 | 0.406297602609595 |
11 | 0.40527112636616 |
12 | 0.400710506234783 |
13 | 0.397159029076456 |
14 | 0.395406528435647 |
15 | 0.391057941837555 |
16 | 0.38531464715224 |
17 | 0.376246609532751 |