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]) |
-15 | -0.364042105067689 |
-14 | -0.356317360826071 |
-13 | -0.352210672191956 |
-12 | -0.344457484366389 |
-11 | -0.340778955288139 |
-10 | -0.334467036471117 |
-9 | -0.322674590159141 |
-8 | -0.302892101101467 |
-7 | -0.278802665169952 |
-6 | -0.256756508907466 |
-5 | -0.240310386413202 |
-4 | -0.221753822948268 |
-3 | -0.20273862619344 |
-2 | -0.193560308985503 |
-1 | -0.191044152107316 |
0 | -0.181169894759986 |
1 | -0.160101762475212 |
2 | -0.142099047149084 |
3 | -0.119735488647922 |
4 | -0.0951265908982698 |
5 | -0.0662379167299858 |
6 | -0.0349318195587576 |
7 | 0.00238071596493749 |
8 | 0.0467331493958091 |
9 | 0.0915823680224778 |
10 | 0.135490779091891 |
11 | 0.183440215281194 |
12 | 0.231626537055114 |
13 | 0.276632348280722 |
14 | 0.326672655289756 |
15 | 0.373798327350651 |