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 | 0.711781315191598 |
-13 | 0.680662795683995 |
-12 | 0.677428233727551 |
-11 | 0.657716821941174 |
-10 | 0.629754122000404 |
-9 | 0.622930212576088 |
-8 | 0.581446336016119 |
-7 | 0.54595728591115 |
-6 | 0.524755786965863 |
-5 | 0.498772126282788 |
-4 | 0.466179034088462 |
-3 | 0.453109900680138 |
-2 | 0.4269539826421 |
-1 | 0.444539056510088 |
0 | 0.475424234973302 |
1 | 0.424750500840196 |
2 | 0.388381221668915 |
3 | 0.358871931469043 |
4 | 0.318482433051594 |
5 | 0.282820309597619 |
6 | 0.235546436735348 |
7 | 0.186492395549319 |
8 | 0.141665889828612 |
9 | 0.100357688778009 |
10 | 0.0481091419454758 |
11 | 0.0101875779306086 |
12 | -0.0349517554217111 |
13 | -0.0763818452948224 |
14 | -0.0901349227726483 |