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 series1
krho(Y[t],X[t+k])
-13-0.222078144641432
-120.440043771645331
-11-0.259625295136365
-100.133998975323397
-9-0.096480124590862
-8-0.00762908537548982
-70.00447989836608505
-60.0408147275999966
-50.0051553846530869
-4-0.0987889612405047
-30.155211449432002
-2-0.120196280710158
-10.244517977483025
0-0.430125540732291
10.144074965809524
20.0380365228468239
30.0868080519446673
4-0.111967943772517
50.0625615593834013
6-0.124988938227648
70.184281713820381
8-0.0705555720141715
9-0.0438369170065942
100.0467414293201815
110.0156200952654027
12-0.12789416213436
130.197032340334894