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])
-140.170495180801813
-130.144230998108488
-120.137973670041207
-110.142654014837465
-100.130310151426536
-90.093920027928841
-80.0620663008243898
-70.0809031662580437
-60.121034085705948
-50.210942709447765
-40.316909069832869
-30.427760397330977
-20.553482527391559
-10.70352990477677
00.828893545680003
10.687501555216826
20.510112335711335
30.343305780273967
40.220411533370774
50.122818709983067
60.0217887975594757
7-0.0422599886915047
8-0.102087369121626
9-0.107474167998207
10-0.0928194155347422
11-0.0791766406643956
12-0.0443257874100468
13-0.00133848939092940
140.0419563158285009