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])
-14-0.318766417384153
-13-0.343979075460775
-12-0.406758414596771
-11-0.469844041286493
-10-0.518871927302665
-9-0.509735922795792
-8-0.378631467900906
-7-0.205731117623427
-6-0.0324621271483723
-50.026992923561271
-40.0194073745606812
-3-0.00579283694406822
-2-0.030193623311627
-1-0.0190030436346836
0-0.0457384530394508
1-0.0960037921928015
2-0.146864732854261
3-0.141346076173297
4-0.00889965044044052
50.165020132359357
60.317552027579434
70.364077837354381
80.337687634905549
90.295315550903625
100.254594004870183
110.238923194907143
120.189019553958515
130.119545256590755
140.0576968719237927