Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-15-0.133506124724412
-140.126442367623492
-130.00144048204589592
-12-0.0828866407243665
-110.0125113711670703
-100.0391981973354380
-9-0.037168034693985
-8-0.0150135653397831
-7-0.0293432515339292
-6-0.0277366576689352
-5-0.242463010233879
-4-0.0483563186665932
-3-0.126155104721848
-2-0.220574934094295
-1-0.140663280798986
00.45919675973896
10.212344304962163
2-0.194273310277157
30.0066136223549969
40.229945680849712
50.12530744928605
6-0.282960469273741
7-0.0343609402934363
80.0383590511093204
9-0.0521308912801864
10-0.092897883388766
110.204779936487323
120.173423415006590
130.0221410574790119
140.0471356213668436
15-0.055643552762225