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 series2
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series2
Degree of seasonal differencing (D) of Y series2
krho(Y[t],X[t-k])
-12-0.490819006269465
-110.236360560561975
-100.000968598426930546
-9-0.0567898750337835
-80.330882360124449
-7-0.450639225174719
-60.113432701429109
-50.0655208159991688
-40.0383673464246128
-30.157456578356520
-2-0.336581777327137
-1-0.00813252905953489
00.150510074437842
10.0191149717219189
20.0558913986710518
3-0.175097325544351
40.0256720363020873
5-0.0206319944106469
60.120125881234118
70.0407829571200851
8-0.120795935872610
90.0286055885942099
10-0.114881963901968
110.223223682971686
12-0.0712915929746746