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])
-14-0.224712386846301
-13-0.0923757951676731
-12-0.0494163874975895
-11-0.101197879562345
-10-0.0359757477011307
-9-0.0732287000896274
-80.368376620715231
-70.0858207753155049
-60.300274996579621
-50.150191816823039
-40.313014258621375
-30.276665961874943
-20.280551952907409
-10.429836169780901
00.531765146951329
10.275987046873057
20.135506547908928
30.112771799801419
40.334702125595229
50.0896943083968798
60.169321878189782
70.0820213946191847
8-0.0265218712558144
9-0.038992040607542
10-0.164937362987902
110.0630809747063627
120.0460248797227359
13-0.147751060369374
14-0.187171951401378