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])
-15-0.364042105067689
-14-0.356317360826071
-13-0.352210672191956
-12-0.344457484366389
-11-0.340778955288139
-10-0.334467036471117
-9-0.322674590159141
-8-0.302892101101467
-7-0.278802665169952
-6-0.256756508907466
-5-0.240310386413202
-4-0.221753822948268
-3-0.20273862619344
-2-0.193560308985503
-1-0.191044152107316
0-0.181169894759986
1-0.160101762475212
2-0.142099047149084
3-0.119735488647922
4-0.0951265908982698
5-0.0662379167299858
6-0.0349318195587576
70.00238071596493749
80.0467331493958091
90.0915823680224778
100.135490779091891
110.183440215281194
120.231626537055114
130.276632348280722
140.326672655289756
150.373798327350651