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])
-16-0.151078282445675
-15-0.173879023035049
-14-0.104171376916229
-13-0.103379045378887
-12-0.255314097408877
-11-0.206965257515599
-10-0.175734295964624
-9-0.114009747415331
-8-0.105686841416423
-7-0.0832347391325278
-6-0.0918731451019752
-5-0.116129506789141
-4-0.154598169682068
-3-0.177160355295906
-2-0.0982713281641798
-1-0.0680994440109006
0-0.233815285978309
1-0.139175361337849
2-0.115925745674239
3-0.00162320095162495
40.0885012612715223
50.0624902221410574
60.0439907000605244
7-0.0302880331652250
8-0.133284331297200
9-0.0966359711573783
10-0.0416315677726355
11-0.0135352106712087
12-0.121758695992472
13-0.0215028999061124
140.0327278351635791
150.135767912134577
160.210189147155829