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])
-16-0.149765963004922
-15-0.194898132304542
-140.0933414372430635
-130.154051151202779
-120.112434828099887
-110.155108714616905
-100.148248473724157
-90.0581010321973339
-80.156898954162114
-7-0.0443238862193213
-6-0.177753929781978
-5-0.113373738811483
-4-0.175561557963328
-3-0.0857015297674159
-2-0.0275250629023257
-1-0.0798491217413775
00.0707804704464603
1-0.0284442036327535
20.0741208753226428
30.183798091174715
40.099414924768736
5-0.150449817851848
6-0.0726892888592865
7-0.155498787188160
8-0.152354497407700
9-0.00635457566584437
100.042352814037727
11-0.0560949007386703
120.057355879333548
130.179743483935732
140.253324672545100
150.0385393625576976
160.018688317492747