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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-16-0.134748297622974
-150.00988659604286463
-140.0245254841084851
-13-0.0262368561627115
-120.401784790241174
-110.131636135333294
-10-0.118406472823555
-90.18104429618926
-80.0458566978802136
-70.0504585721979536
-60.290276400496628
-50.168763695938089
-4-0.0430434545938679
-30.146462960407287
-20.025040364795946
-10.0788012723171934
00.604664328209351
10.192419199243157
2-0.0217236949071001
30.208359812754977
40.0399189158914294
50.119749271209492
60.293395647881458
70.0716124042006511
8-0.0838651402376216
90.0163820823857289
10-0.204153871452882
110.00988137256266165
120.436910351606634
130.0250457800472754
14-0.100073335785255
150.0244495962296422
16-0.0949036323807035