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])
-16-0.0498388532403763
-15-0.0804981756120672
-14-0.109461363042819
-13-0.132582895120994
-12-0.183062799455178
-11-0.187122982217569
-10-0.162037477594858
-9-0.0985372126967116
-8-0.0420559768142627
-7-0.0157917186637778
-6-0.0306531416696164
-5-0.100852547995769
-4-0.129420559958726
-3-0.136447880468952
-2-0.153690528866456
-1-0.176851050692258
0-0.215356079251745
1-0.171249488840212
2-0.103437690747460
3-0.0103986065212486
40.0753781165804042
50.127045740797720
60.136497957959726
70.121851445745851
80.0996425172809738
90.0740409137856076
100.0028174642111981
11-0.0705750706653089
12-0.0962560154566338
13-0.0521175381166776
140.00323330798368672
150.0429478046858245
160.0651116686679851