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])
-14-0.179695923041466
-13-0.0746256626514006
-120.465610485201663
-110.0478230924362985
-10-0.270455007530446
-9-0.256174389562238
-8-0.182775666231738
-70.0610210109515518
-60.168180207676889
-50.23998057641088
-4-0.207960257649896
-3-0.264937409579879
-2-0.317131747988862
-1-0.109689656376152
00.669402558855973
10.0482236481243995
2-0.261022999758397
3-0.288245409299749
4-0.182901117824859
50.163733446432813
60.297429761382786
70.189471913474940
8-0.193917653239945
9-0.177416550468062
10-0.22575046887886
110.00505196930813801
120.600798781084409
130.0435654691794933
14-0.0852157357492086