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 series1
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 series1
krho(Y[t],X[t+k])
-10-0.156555021316017
-9-0.0900494773771192
-80.0533986119217429
-70.202672004339341
-60.399761426523225
-50.573549636232167
-40.699521816174823
-30.749765055573917
-20.782532385616804
-10.764085592407475
00.733988192960675
10.64223966884059
20.556316447839242
30.434227803309076
40.30048855254144
50.183011606313606
60.0992728739817839
70.025971143071029
8-0.0427188895373939
9-0.0893213144872783
10-0.141749042555898