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])
-160.109460454866656
-15-0.108227114601950
-140.0812524921636516
-13-0.00177896704527066
-12-0.0185375393575366
-110.121874655210915
-100.119681236480788
-9-0.0419980867444849
-8-0.0975501396433517
-70.0162205684847497
-6-0.109497638023538
-5-0.267620480621933
-4-0.00228478689644781
-30.156401075726549
-20.0399712925476565
-10.191744771902580
00.791416806156729
10.290447678317942
20.0086993975154263
30.080439409707269
4-0.0149872146904612
5-0.201972177213491
6-0.124894976865419
70.0454325382730734
8-0.0404612528295545
9-0.0510020912014525
100.0280990263744799
110.0491235705927618
120.0365481459512124
130.044611004659946
140.143146359765642
150.000808003064746536
160.150501635832695