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 series1
krho(Y[t],X[t+k])
-14-0.0977248829217369
-130.0941879343475155
-120.162282461390043
-11-0.217762371704730
-10-0.0547345408368157
-9-0.0689697912063102
-80.0225603487029320
-7-0.0443344532188259
-60.0170616234603974
-50.0928545101046508
-4-0.00265720462299864
-30.0453492776344094
-20.0390972574308377
-10.281428549071881
0-0.414784120366332
1-0.0205975953924442
20.123001505864384
3-0.0479046306068082
4-0.116625164856908
5-0.157069395685383
60.217061548599939
70.064342311213093
80.00399517886940731
9-0.00149034191559218
100.0402162378618912
110.198678698072283
12-0.295261242856782
13-0.0554601770361303
140.106983240090953