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])
-14-0.0214318135047094
-13-0.0280118683990875
-12-0.0540046200424858
-11-0.0974078599861263
-10-0.160190785196096
-9-0.219138731156151
-8-0.213543295765072
-7-0.228935271641993
-6-0.27387845057989
-5-0.234520558398038
-4-0.293044807350368
-3-0.282208705943040
-2-0.338567526922648
-1-0.388934765868255
0-0.431143891243687
1-0.352460052967581
2-0.280903925257331
3-0.277854983830951
4-0.245741097612394
5-0.191752093684225
6-0.174467449232823
7-0.189309484315146
8-0.104759560743068
9-0.054956396225145
10-0.0427570260988439
110.0255088835989993
120.0712931496457231
130.129786112989034
140.152904605407627