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])
-14-0.0487995259261033
-13-0.0150288058975184
-120.590573965493263
-110.152815600273794
-10-0.189658830040594
-90.152477316148184
-80.0765189274345618
-70.184499309695389
-60.529002963562695
-50.27450500515652
-40.0630764040981672
-30.308333306010285
-20.0132023268274736
-10.159081585884604
00.929677395527084
10.292043732671700
2-0.0043080528079465
30.243411806388148
40.0175406780967822
50.170483152103421
60.457041260698231
70.124255532466289
8-0.0199022953625867
90.126811421644659
10-0.262133011701324
11-0.0840628361523801
120.483614768554822
13-0.0326767144251964
14-0.164719174876182