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])
-150.256753022631613
-14-0.244322631005237
-13-0.0295570239508202
-120.08994198608564
-11-0.0850803847996115
-10-0.00717664951747053
-90.183772308282457
-8-0.086516659620751
-7-0.00727114128201866
-6-0.0306720267724948
-5-0.0778895615174586
-40.0177927992645128
-3-0.0307665185370435
-2-0.173250650299964
-10.255864800044856
00.25628056380887
10.0176983074999637
20.0172825437359496
30.0645000784809134
40.0090712093966712
5-0.198314590846496
6-0.00819716057459603
70.0554572166136073
8-0.104295285120581
9-0.0168242586778885
100.0542099253215651
11-0.112922383223874
12-0.0180715499699313
13-0.0423039629884341
14-0.0115232706867088
150.178594159585191