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])
-14-0.472172787344934
-13-0.450133345300848
-12-0.404564463837094
-11-0.365057381864755
-10-0.35385848926046
-9-0.343597018049233
-8-0.323080499543240
-7-0.274606946429378
-6-0.187121370421201
-5-0.0204580249455016
-40.201295096630334
-30.443562820088749
-20.663940484650641
-10.824750624334763
00.89408826177417
10.816536106644442
20.6802857767562
30.503377178986529
40.327616921627024
50.150359717390068
60.0173104256149850
7-0.0726428853737322
8-0.137611952458991
9-0.205410373212643
10-0.238238650277694
11-0.254715598968404
12-0.262641304917106
13-0.269433577969045
14-0.264890677931338