Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-15-0.152099735918114
-14-0.29697839025558
-130.105625632407505
-120.195047580568078
-110.0759511677242402
-100.012705002728991
-9-0.0600459288190955
-80.119703779117033
-70.127043798639659
-60.222332629607161
-50.0203051840271374
-4-0.258572436689882
-3-0.242632827967569
-2-0.304143499621294
-10.122563851771001
00.226468888103857
10.158475224403128
20.0316532317288248
3-0.0549757974096172
40.0748990018530077
50.0505275053604667
60.142311663782541
7-0.0344985179715576
8-0.267641545712153
9-0.201074243774083
10-0.105044653994711
110.178078093109904
120.116070828226675
130.0337430880704969
14-0.0558885729230226
15-0.146343321206918