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 | 0.156359234820999 |
-13 | 0.204859103550727 |
-12 | 0.251622186823476 |
-11 | 0.305120707485673 |
-10 | 0.352804772487549 |
-9 | 0.397808146892784 |
-8 | 0.447055049118759 |
-7 | 0.494300872448649 |
-6 | 0.542090115451802 |
-5 | 0.58885994090412 |
-4 | 0.63930695109338 |
-3 | 0.689791717488226 |
-2 | 0.761495471422684 |
-1 | 0.833992105674459 |
0 | 0.911397046652479 |
1 | 0.838924684247152 |
2 | 0.77942562376853 |
3 | 0.749791721908827 |
4 | 0.72042211348823 |
5 | 0.695417392120614 |
6 | 0.668638129090433 |
7 | 0.639729685752357 |
8 | 0.611878416170702 |
9 | 0.588543058464376 |
10 | 0.555051281455281 |
11 | 0.518576764204853 |
12 | 0.480063411852754 |
13 | 0.439496391603933 |
14 | 0.396475217991989 |