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])
-14-0.261423175249815
-13-0.234411644257932
-12-0.130373515831582
-11-0.106748470918852
-10-0.0631143790296958
-90.0410300090623117
-80.140080701880574
-70.162047300030325
-60.266111686860931
-50.276998486697201
-40.306826794543292
-30.332316872237246
-20.361275358928289
-10.342918011635815
00.354732530073943
10.285314009718786
20.240229870747509
30.267290794347297
40.209697414585283
50.151655332786778
60.108097862584555
7-0.0104593370277434
8-0.0582782695857475
9-0.09526774326797
10-0.180138141830387
11-0.197524943308236
12-0.238099837400926
13-0.258914175353065
14-0.237214632194206