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])
-14-0.113132899595725
-13-0.119281820154212
-12-0.171711108378488
-11-0.152769080266693
-10-0.152064887196105
-9-0.112134744268105
-8-0.0976885563657718
-7-0.0800809282184317
-6-0.0597342555978994
-50.0280214210428317
-40.105361704728907
-30.179614580737664
-20.277866156174841
-10.275549694256342
00.196591112098369
10.100773643619070
2-0.0248567947753458
3-0.103785219851102
4-0.142159824693814
5-0.189894573394190
6-0.249612172110757
7-0.167722256806298
8-0.0990668610375453
9-0.0281796825077598
100.0241492448151756
110.0721272903113838
120.106223997411109
130.0556897864402865
14-0.00323338137325771