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])
-14-0.0242069834133049
-130.075925170901397
-120.274040443458284
-11-0.0839709152038067
-10-0.103112831465645
-90.226956265376582
-80.0846310238704992
-70.216820080016448
-60.481004291542944
-50.185418209509718
-40.174632226344121
-30.386750588699828
-20.301961733751354
-10.520155767102704
00.775758457594566
10.26529879172083
20.215405695197027
30.490531582300052
40.241854109242590
50.363571317670225
60.550231091128387
70.163150852083361
80.161930319423272
90.244139805661086
100.0655472125786575
110.280474359510570
120.43742706764676
130.0358402715607329
140.0537774425731114