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])
-12-0.109989444429889
-11-0.0491564380953627
-100.0270283841863912
-90.131160402581552
-80.22131882292001
-70.321316187643598
-60.435287150423891
-50.510285173966582
-40.588231052441784
-30.671881221630543
-20.747262083476158
-10.836616543378477
00.924784204541733
10.87022974637515
20.811540634536995
30.741825779574647
40.687079902256602
50.611852175732157
60.536624449207711
70.478930716957157
80.418671968077016
90.361169654977923
100.302289123988306
110.248921464560786
120.190040933571169