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])
-14-0.342556664938445
-13-0.288459974087982
-12-0.285226199488210
-11-0.179625290694442
-10-0.125484687598799
-9-0.085836188652762
-80.137787532153065
-70.0707163636610737
-60.0372274028742668
-5-0.0431079758068501
-4-0.117843261994764
-3-0.136185825429610
-2-0.312404344414922
-1-0.226455978095563
0-0.180770094222519
1-0.107052173000289
2-0.0275877253294922
30.0280933683505044
40.216166565985094
50.140480680710933
60.0964505520494997
70.000181141367180606
8-0.0456005330523313
9-0.0356896630669736
10-0.124329852711346
11-0.0893078268518646
12-0.058152449223357
130.00222533121994599
140.0492069361649364