Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
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])
-14-0.0584392342426514
-13-0.0975290196902002
-12-0.0586136841943303
-11-0.0684543609814443
-10-0.084003400084241
-9-0.0703983032796658
-8-0.0232078418524366
-7-0.0615528409733332
-6-0.0733554548960913
-5-0.0505679924401074
-4-0.105858130133827
-3-0.177586051956375
-2-0.183317907532026
-1-0.187832612298685
0-0.151996393428437
1-0.114731084552888
2-0.0575364932319575
3-0.00884196331016708
4-0.0231218665180847
5-0.00208440200143569
6-0.0413521363968288
7-0.0442453063690854
8-0.0824608426318594
9-0.103631269002797
10-0.115929240811267
11-0.111561993740154
12-0.031119072182586
13-0.036816437653177
14-0.00544193875051098