Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-17-0.357144294886409
-16-0.285452843309513
-15-0.212251050243329
-14-0.0938511301813533
-130.117436369378211
-120.29406040700545
-110.307861423385869
-100.0812501693432608
-9-0.0911361296618104
-8-0.125460410395322
-7-0.245315978307244
-6-0.336279348211163
-5-0.272303855408064
-4-0.155466204829861
-3-0.0529511353546788
-20.0774274205429954
-10.297336605356138
00.555891068970592
10.460756623519948
20.241114841568807
30.0123786944804443
4-0.102651574034357
5-0.159824067486857
6-0.299371895933753
7-0.233155323225039
8-0.0866019889690887
9-0.0218884907721187
100.0604457669007405
110.236518099494551
120.40005326744743
130.384564097709222
140.199340515077752
15-0.027902679926241
16-0.0634391905075318
17-0.183264894971528