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])
-14-0.535664561071397
-13-0.490762514874049
-12-0.442444608713413
-11-0.427267969979191
-10-0.429220175112507
-9-0.393875085703153
-8-0.324136066217198
-7-0.228577170324752
-6-0.143833359367998
-5-0.0828533492296846
-4-0.0194283571383799
-30.07624723902943
-20.174983017399535
-10.247336266909176
00.284152846547866
10.300837930851888
20.320686439035904
30.349875143085842
40.359015591817829
50.343100376446134
60.312533094273763
70.277216203589742
80.25029737147763
90.220666057020064
100.192642546048065
110.171124324491527
120.155829891369373
130.154349237271893
140.156943129296289