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 series1
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])
-160.0593470433452733
-15-0.0471151652425798
-14-0.180651375861471
-130.0248960834441578
-120.175159455955076
-11-0.138220073625992
-100.0765547109021554
-9-0.0287277402382181
-8-0.0418172152341134
-70.109862498956999
-6-0.069164553872464
-5-0.0984434843120394
-40.0882557376895627
-30.0445908500282303
-2-0.0608338397299852
-10.063647304324084
0-0.163553704896819
10.0413077905656635
20.100811578494804
3-0.0507306812345095
40.0738216559734145
5-0.116374269670350
6-0.0730046878989719
70.0152512862603224
80.0584032403742756
9-0.122326075081006
10-0.0128804050535982
110.192714738165975
12-0.191099506357998
130.00342530554787410
14-0.0445806926161109
150.0580833333350537
160.117667371623628