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 series1
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])
-13-0.000153078442375985
-120.416816329383294
-110.0124097069638205
-10-0.0192982368707389
-9-0.293783413747882
-8-0.00371159759557902
-7-0.00142725311007525
-6-0.0125243309182571
-50.0148545249855355
-40.0702822322945338
-30.313049851715132
-20.00384249075645161
-1-0.0294990293061684
0-0.489621028184806
1-0.0240421895656268
20.0237929749034012
30.304360616459492
40.00469588458496295
5-0.0592820302155856
6-0.0413030780849369
70.0167853839857462
80.0507525289867728
90.176547512169403
100.00367610114517347
11-0.055435841912217
12-0.330596930365841
13-0.0589965795935705