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 series0
krho(Y[t],X[t-k])
-17-0.192469097511668
-160.0860870313982716
-15-0.172780199215953
-140.168590321155393
-13-0.0233635047622764
-120.174752343676701
-110.140447951929067
-10-0.00113590630044887
-90.0707036883621715
-80.0519833218422955
-70.0397035069868281
-6-0.0432849938450096
-5-0.175538176212502
-4-0.111953504686581
-3-0.298831732796920
-20.168481492900283
-1-0.051558905312738
00.547669194204097
10.0573367850470632
20.0161129751877183
30.124491825691775
4-0.0512090007381664
5-0.00286462530275131
6-0.0959430001119355
7-0.314291416342159
8-0.163118724241986
9-0.0685133960892931
100.0826723171385068
110.0522550996511018
120.164707109847053
130.0589989960858926
140.118209785595540
15-0.0407497392996269
16-0.0270778904158413
17-0.0398172287391704