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])
-17-0.304400974409538
-16-0.304643946065195
-15-0.313852894310171
-14-0.325282594130842
-13-0.321584045038900
-12-0.314221839231891
-11-0.290924152766133
-10-0.272586965879553
-9-0.263015676193393
-8-0.248519322154600
-7-0.215655853069739
-6-0.181717227355119
-5-0.143076952069853
-4-0.0958086312581583
-3-0.0585408227960881
-2-0.0293345283726595
-10.0195072029249475
00.0726945029801302
10.111178133992929
20.144414326518929
30.164352369942216
40.186970094338627
50.215806700993418
60.254958847804543
70.277917096085298
80.307297330971695
90.336305928116295
100.346688992343205
110.360097879207401
120.380810311971736
130.403229685526885
140.422478038443301
150.423416318385647
160.431680615347403
170.445736411164472