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])
-14-0.0446967070617848
-13-0.0466767526667508
-12-0.102697892852128
-11-0.115837902142051
-10-0.147543256745081
-9-0.184333653138963
-8-0.214440316886550
-7-0.258167436332454
-6-0.293677615894689
-5-0.324833516420717
-4-0.344820413940771
-3-0.384447249855118
-2-0.42319285160419
-1-0.48062040656443
0-0.581572133469346
1-0.505688567812868
2-0.462660783714815
3-0.437196446339839
4-0.389961173633014
5-0.385170611957648
6-0.390054601482821
7-0.298329485597618
8-0.227475893697843
9-0.128225559488260
10-0.0736752578529426
11-0.0171602790642121
120.0532829138658654
130.143920617826559
140.183504019891004