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])
-14-0.0908304864400041
-13-0.0896203130864376
-120.374413522907682
-11-0.121736822924141
-10-0.463606884665963
-9-0.0745960925135827
-8-0.195237498487660
-7-0.170258052475694
-60.218902055048848
-5-0.203045504804637
-4-0.382930577998998
-30.0455515882353992
-2-0.327976926600135
-1-0.179615711700906
00.426110755276917
1-0.266421777721402
2-0.493483288874767
3-0.157401678580312
4-0.408826129685478
5-0.181716456315787
60.219230767644708
7-0.200492110365574
8-0.22133479391612
90.0840914562976118
10-0.278044834771206
110.0311390684399311
120.435959037780456
13-0.138160232453282
14-0.253377341466388