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])
-14-0.209251261431644
-13-0.169704350499039
-12-0.131169674095478
-11-0.0948128396805245
-10-0.0558942546245996
-90.00111997796156646
-80.0472344178379564
-70.0854564679371574
-60.133414442029052
-50.191496288904784
-40.256510938769746
-30.308296435529034
-20.354487487730379
-10.393380105398595
00.420297325164524
10.459326336008560
20.504819796398376
30.549232577555124
40.59274471854401
50.632045401807002
60.677290319521592
70.660033965322932
80.634807065278803
90.605282505694044
100.579245810714212
110.558519375427474
120.535099457413163
130.514681628604418
140.480998917157005