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])
-14-0.180287902701044
-13-0.131878993129685
-12-0.0578514357399949
-11-0.0720173492870805
-100.0104876437371261
-90.0478204427864289
-80.13156475502469
-70.205667499187403
-60.145823694119810
-50.0873626107575822
-40.177491234453361
-30.177131384082490
-20.189799794715713
-10.242357687828097
00.290525215000699
10.220416444696427
20.258320330555037
30.179311008553663
40.155403423451591
50.115556240061601
60.0413347665122204
70.0190972160030159
80.0307122964142452
9-0.0724507794295444
10-0.0812278587267688
11-0.0608529716358435
12-0.131927714447459
13-0.192167471572635
14-0.165395226367884