Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series2
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])
-15-0.0624106015898906
-140.00192083745804004
-13-0.23244150262948
-120.317566925740175
-11-0.0383449329478384
-10-0.0398212978509906
-90.0565666375538155
-80.104976717670541
-7-0.115011074226944
-6-0.00840082677451113
-5-0.086717199280387
-40.201433128999354
-30.139161963062100
-2-0.115216416350529
-1-0.305964860224394
00.185626538971423
1-0.0864338742564784
2-0.00308291542793061
30.0425870142988586
40.084616542932475
50.0150156695523299
6-0.106531836309932
7-0.07926895440307
8-0.0905031598893182
90.138456134306951
100.0672498666559045
11-0.1437829530908
120.177331316717613
130.00502786292050297
14-0.0687329549612273
15-0.0641696491536867