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 | 0.113692523526232 |
-13 | 0.173364046529449 |
-12 | 0.233035569532667 |
-11 | 0.287212377950411 |
-10 | 0.346336915791274 |
-9 | 0.403969675916624 |
-8 | 0.435695229715898 |
-7 | 0.470404338946199 |
-6 | 0.518067051339537 |
-5 | 0.565729763732875 |
-4 | 0.616376031557239 |
-3 | 0.68044829882122 |
-2 | 0.7445205660852 |
-1 | 0.817543499642259 |
0 | 0.872665100613162 |
1 | 0.846931520637864 |
2 | 0.81821438523154 |
3 | 0.786513694394191 |
4 | 0.74884589269479 |
5 | 0.689820806701628 |
6 | 0.659611893579791 |
7 | 0.633405917327915 |
8 | 0.60334618197763 |
9 | 0.590168397774566 |
10 | 0.558616884708768 |
11 | 0.525573593927457 |
12 | 0.491038525430633 |
13 | 0.455011679218296 |
14 | 0.418984833005959 |