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])
-14-0.249061984251497
-13-0.105992768282861
-120.453120018748048
-11-0.079205749443965
-10-0.259625586910973
-90.0705420708723268
-8-0.0487458117112884
-70.0212909748526315
-60.292992526717962
-50.159761161913755
-4-0.0137159107038306
-30.147434470073403
-2-0.142292207515598
-10.111190209904605
00.774301115752176
10.062303576715461
2-0.0703341853385881
30.186567366399782
4-0.0196955252998912
50.138790590298444
60.330814480742092
70.197520132220088
80.0633390134179253
90.103161989414721
10-0.250815583899232
110.0602290617736143
120.562740257404885
13-0.0066850457144075
14-0.0503264914657291