Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
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])
-13-0.0540756356381623
-120.000712709061302579
-11-0.0180167592837819
-100.106475794325357
-9-0.172216736407351
-80.0344563677287418
-70.023551691388237
-60.042336946864318
-5-0.0832638972804621
-40.0490582093871073
-30.0807959118655973
-2-0.0724666551551232
-10.00585081767737047
0-0.0635362636453396
10.165819846553473
20.00414822341968425
3-0.171506614875316
40.159067119674797
5-0.173488248289155
60.0782829034414865
70.00856151333747998
8-0.0338314276601759
90.0701613735805673
10-0.0440377816021026
11-0.0481090001508009
120.129625383665502
130.0976591506021504