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])
-14-0.220215728467449
-13-0.123010216792185
-120.340632248379609
-11-0.0651738258320483
-10-0.284903466647707
-90.0651141629038218
-8-0.292116374935997
-7-0.262386284280908
-60.126178832536365
-5-0.260229134345109
-4-0.433522610847518
-3-0.249822793419911
-2-0.506928303546475
-1-0.309141426527125
00.223535630688955
1-0.258628985779419
2-0.348730001640108
30.00929728294794684
4-0.382480463821283
5-0.254097511918298
60.136741032390292
7-0.218248678489586
8-0.219443600821421
9-0.090542181795263
10-0.402510383876587
11-0.126433924131795
120.255632796828593
13-0.119366101006334
14-0.082519088638202