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])
-14-0.100573019701494
-13-0.099089670626398
-120.334414577446349
-11-0.095444825500204
-10-0.434847959002045
-9-0.0890196148904602
-8-0.201558049881018
-7-0.184172061423506
-60.194797588943564
-5-0.213792645349063
-4-0.368157270527516
-30.0202257428387960
-2-0.339985256053819
-1-0.190240567466234
00.367052340085171
1-0.233928525361975
2-0.492549840860009
3-0.213078122673198
4-0.399799378295824
5-0.204978219383471
60.197328892237242
7-0.216024331653671
8-0.273870342942824
90.0660452425103408
10-0.302798897737532
11-0.0291740907687784
120.439648660550391
13-0.0812221495624445
14-0.218941774136803