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])
-15-0.192810441492298
-14-0.261351693052724
-13-0.324381258758215
-12-0.342674389407843
-11-0.317404097396381
-10-0.216840152045151
-9-0.155451875878331
-8-0.123217129523011
-7-1.74805538282180e-05
-60.00182691957374634
-50.0590188543283052
-40.166390197970537
-30.287965298392984
-20.470375079289092
-10.667062236990192
00.878227999564007
10.549441977405579
20.305274811725279
30.161746219914475
40.0293538838515313
5-0.0368834979472354
6-0.100563810885431
7-0.131880760931871
8-0.189121775702947
9-0.186067990182058
10-0.292904361644247
11-0.374916060751795
12-0.365702733157937
13-0.320935841598674
14-0.192281385807397
15-0.0901154149307105