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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-15-0.00748186831209029
-140.103407785870540
-130.0438359020655286
-12-0.216632909176891
-11-0.154577656132716
-10-0.009070707264473
-90.150908277113281
-80.100879059545131
-70.112530095109874
-60.0778143539034621
-5-0.0145380995887568
-4-0.17373207533699
-3-0.0261374445970838
-20.0485932033328414
-1-0.0609975961608903
0-0.229573333192639
1-0.0600005938877613
20.184781639479823
30.0434051466146954
40.083144643737627
50.138757931522511
6-0.0975164346761797
7-0.112585549827351
8-0.081655646188023
90.066062423725674
100.306777346196247
110.117128705296687
120.00211737489728695
130.066305708193028
140.0573027476133266
150.0371198876762528