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])
-150.00302888008303406
-14-0.0189434210378759
-13-0.057456129017971
-12-0.196443073279597
-110.127196594094981
-100.218312358668411
-9-0.0653153586900688
-8-0.0394544001797528
-70.0978939125780883
-60.0695260213069108
-5-0.190434133229378
-40.116421160043113
-30.0225624065138074
-2-0.137239195939518
-1-0.0869819992906972
00.216377181514842
10.0181151682323933
2-0.0634941397846212
30.0516970458008445
40.0327644434252086
5-0.057107786760696
6-0.111906122264892
70.178505580211151
8-0.120461576167718
9-0.0430570112342322
10-0.0495283305901539
11-0.00656299934163994
12-0.130028798837532
13-0.136514801701091
140.111828016948635
15-0.0455578788029073