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