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])
-16-0.316950824876972
-15-0.249699287653558
-14-0.419925577888368
-13-0.262013433426576
-120.096396720634802
-11-0.240962595256890
-10-0.400180838399183
-9-0.171268243028924
-8-0.374374135214067
-7-0.309279020522796
-6-0.115396046936339
-5-0.342821792358159
-4-0.45418943504945
-3-0.428536986249811
-2-0.62629408310656
-1-0.391725894657134
00.0413436186195209
1-0.384229876687549
2-0.529384101619086
3-0.27931030927163
4-0.510282169944147
5-0.380436296335404
6-0.0948611245589546
7-0.35882393245161
8-0.405656774359293
9-0.360704303747152
10-0.533710469991288
11-0.220828469053675
120.133930010314574
13-0.194430406982055
14-0.280741937938198
15-0.10416741451047
16-0.273246716317554