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])
-15-0.0330957818190788
-14-0.036065280015209
-13-0.0295912295407584
-120.0111526979958373
-110.0922586804684858
-100.118860532916382
-90.189742326131273
-80.262507200637176
-70.283278720173008
-60.353471640894826
-50.420779372738018
-40.463974120174481
-30.407308051181712
-20.382149027831268
-10.374407588741736
00.440968940086218
10.331013515976491
20.314211272404298
30.255052547317528
40.137058238164304
50.0233868180306651
6-0.0886756015196858
7-0.171443198282909
8-0.265379583885865
9-0.374370831220206
10-0.474489939216587
11-0.537893244549307
12-0.612073794853585
13-0.586911100779377
14-0.60252035912822
15-0.609135120680295