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])
-14-0.0322519751698984
-13-0.0880047126495511
-12-0.122962704376887
-11-0.08246827303282
-10-0.064242399163168
-9-0.128280826338116
-8-0.112639104622952
-7-0.0475290665669814
-60.0176008980522617
-50.112533236538994
-40.229914692584516
-30.325278422984309
-20.356499718018626
-10.386593279830058
00.427903059737979
10.347795148547843
20.146662674008181
3-0.0472477374393098
4-0.174619743620211
5-0.226967819566347
6-0.236714160114840
7-0.216252678947898
8-0.249152694360936
9-0.254790356378027
10-0.240027928186681
11-0.186594572780471
12-0.176522078769344
13-0.190607511038966
14-0.163142689418874