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