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])
-150.0370734219971678
-14-0.0250941022316033
-13-0.0472928346293706
-12-0.040760005176645
-11-0.0930704630252295
-100.073076770333216
-90.102331227211636
-80.271223797360319
-70.159306587122092
-60.0460024153067256
-50.00101128680156238
-4-0.0455761461051891
-3-0.133860625717561
-2-0.0123461192057638
-10.0920550907518271
00.22582216608878
10.166411884063802
2-0.0946014643471238
3-0.150552273402207
4-0.187844379174050
5-0.225166640073813
6-0.0807326150494212
7-0.0340125344412506
80.150715365151529
90.106240412493836
10-0.0888567895086375
11-0.278234975632527
12-0.0240249550246485
13-0.0608636880351331
140.141645452910595
150.00296361464427537