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])
-14-0.376665524187462
-13-0.327126881452478
-12-0.231843932468581
-11-0.171566567411992
-10-0.152495300778107
-9-0.0952678108977545
-8-0.0933515893151186
-7-0.0625641278354592
-60.0420957190953198
-50.101237124313121
-40.184170733696904
-30.251370655710161
-20.256349222283128
-10.283868787965933
00.272220466452358
10.278012400114333
20.317251593193890
30.312529462313992
40.362520853159417
50.355518958686624
60.322381942880350
70.345473330085827
80.37077328226824
90.364690533769822
100.353306103020968
110.308384308391399
120.277683934484366
130.272396237197479
140.271336611392712