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 | 0.310138537947843 |
-13 | 0.33013921180692 |
-12 | 0.365801931612483 |
-11 | 0.397735039881597 |
-10 | 0.464299584884025 |
-9 | 0.521011054722271 |
-8 | 0.525175574177947 |
-7 | 0.540510952678206 |
-6 | 0.539502009150011 |
-5 | 0.543851851906106 |
-4 | 0.576132779399568 |
-3 | 0.600684134507634 |
-2 | 0.614922367254257 |
-1 | 0.63693113440332 |
0 | 0.640663763077334 |
1 | 0.616409243401526 |
2 | 0.604535751875823 |
3 | 0.556381048553595 |
4 | 0.504950815549894 |
5 | 0.43807249354311 |
6 | 0.369671816184389 |
7 | 0.340614002898163 |
8 | 0.288314102526747 |
9 | 0.248178171384044 |
10 | 0.229255395107486 |
11 | 0.174137944266531 |
12 | 0.151214332224157 |
13 | 0.147026587702506 |
14 | 0.136973639105249 |