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])
-15-0.153227236955482
-14-0.0498539340254191
-130.0158804268819648
-120.0026665409062663
-11-0.123164596351308
-10-0.0724775796634469
-9-0.247962666015022
-8-0.0651928974378978
-70.156473569897569
-60.0633189526328205
-5-0.098557205838761
-40.000144102525878882
-30.0142121035621728
-20.0170814959901166
-1-0.0258314567605022
0-0.116212148715479
10.0391191010697365
2-0.213714578175754
3-0.11532997972102
4-0.0775349534693942
5-0.0344573489279208
60.154195307030959
70.117286443674807
8-0.0898769450831228
9-0.146624062406508
100.0785378413433685
110.12616166477669
120.192855367153271
13-0.0300505622744459
140.000604979379415145
15-0.108496833774031