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])
-16-0.0259709142113708
-15-0.0964924668735199
-140.0791433849150427
-130.0283109851104922
-120.114911364939972
-110.079849642503587
-100.0377270691540095
-9-0.0396017978621986
-8-0.0882069406401866
-70.0164180470842418
-6-0.080584166270916
-5-0.0529371614658814
-40.0265622584093354
-3-0.00663603354349592
-2-0.0190105016974954
-10.074140415590588
00.205712830503735
1-0.0771858987731261
2-0.0116999077896459
30.151015852002146
40.0777541190651665
5-0.194562738720504
6-0.0213265947950656
7-0.0412397466391223
8-0.160316752913407
90.0832025229575555
100.14873293025844
110.098757242046576
12-0.0877513606926199
130.0923700237238173
140.197908586991773
15-0.203574517788473
160.0546690834323743