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])
-14-0.164719174876182
-13-0.0326767144251964
-120.483614768554822
-11-0.0840628361523801
-10-0.262133011701324
-90.126811421644659
-8-0.0199022953625867
-70.124255532466289
-60.457041260698231
-50.170483152103421
-40.0175406780967822
-30.243411806388148
-2-0.0043080528079465
-10.292043732671700
00.929677395527084
10.159081585884604
20.0132023268274736
30.308333306010285
40.0630764040981672
50.27450500515652
60.529002963562695
70.184499309695389
80.0765189274345618
90.152477316148184
10-0.189658830040594
110.152815600273794
120.590573965493263
13-0.0150288058975184
14-0.0487995259261033