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 | -0.304400974409538 |
-16 | -0.304643946065195 |
-15 | -0.313852894310171 |
-14 | -0.325282594130842 |
-13 | -0.321584045038900 |
-12 | -0.314221839231891 |
-11 | -0.290924152766133 |
-10 | -0.272586965879553 |
-9 | -0.263015676193393 |
-8 | -0.248519322154600 |
-7 | -0.215655853069739 |
-6 | -0.181717227355119 |
-5 | -0.143076952069853 |
-4 | -0.0958086312581583 |
-3 | -0.0585408227960881 |
-2 | -0.0293345283726595 |
-1 | 0.0195072029249475 |
0 | 0.0726945029801302 |
1 | 0.111178133992929 |
2 | 0.144414326518929 |
3 | 0.164352369942216 |
4 | 0.186970094338627 |
5 | 0.215806700993418 |
6 | 0.254958847804543 |
7 | 0.277917096085298 |
8 | 0.307297330971695 |
9 | 0.336305928116295 |
10 | 0.346688992343205 |
11 | 0.360097879207401 |
12 | 0.380810311971736 |
13 | 0.403229685526885 |
14 | 0.422478038443301 |
15 | 0.423416318385647 |
16 | 0.431680615347403 |
17 | 0.445736411164472 |