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 | 0.391976183063338 |
-16 | 0.433066949762332 |
-15 | 0.474412473636239 |
-14 | 0.515515476420562 |
-13 | 0.548572716671301 |
-12 | 0.571930298731566 |
-11 | 0.590992834818795 |
-10 | 0.605596107414318 |
-9 | 0.61921797796217 |
-8 | 0.637036036736538 |
-7 | 0.665785203910422 |
-6 | 0.69120725831845 |
-5 | 0.715246829942505 |
-4 | 0.743824069743526 |
-3 | 0.778005452465515 |
-2 | 0.809536038289156 |
-1 | 0.83837168984565 |
0 | 0.854281796226088 |
1 | 0.829973551314203 |
2 | 0.784398914631934 |
3 | 0.731347267509663 |
4 | 0.675133183009624 |
5 | 0.607889233920757 |
6 | 0.539139368042909 |
7 | 0.475885889379895 |
8 | 0.41708615181214 |
9 | 0.358354138317626 |
10 | 0.307942376664822 |
11 | 0.261578513965555 |
12 | 0.221134391316744 |
13 | 0.18596777221296 |
14 | 0.164520984068516 |
15 | 0.148001171698494 |
16 | 0.135324701279730 |
17 | 0.124142998745491 |