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])
-14-0.113418531974101
-13-0.142211203572501
-12-0.201944108610372
-11-0.219853525055701
-10-0.233320502673831
-9-0.205928728622787
-8-0.158383343671810
-7-0.0847485410760791
-6-0.0398189532657771
-5-0.0436326271761436
-4-0.0613878185064866
-3-0.0707543382799516
-2-0.102420447199419
-1-0.149661134466010
0-0.237179337587463
1-0.251521082913033
2-0.251215865542483
3-0.205403246569508
4-0.130610288998749
5-0.0592220119514508
6-0.0133159604704094
7-0.019944720663398
8-0.0468822846113897
9-0.0512165929213998
10-0.064024679246924
11-0.0876433213378673
12-0.138778316397212
13-0.138582565098253
14-0.158299998967039