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])
-16-0.102225583659569
-150.0522188886977425
-14-0.112427000880887
-130.105355219695334
-120.575147628591569
-110.0154701621313484
-10-0.179977696861669
-90.125809785878261
-80.0322797109296083
-70.194517314176721
-60.48721774063806
-50.221797554220720
-40.0410569036910198
-30.206783238599475
-2-0.0146518071705129
-10.300053667977281
00.90313330613718
10.162944592706389
2-0.00508983891563739
30.254043504325098
40.0627797407073858
50.269906800832284
60.4741437986524
70.20876221555064
80.0539497892962499
90.0961528581654558
10-0.162152894995445
110.151140273494568
120.602555210115747
130.0119183980153662
14-0.110661517458544
150.0903813869165657
16-0.107589772264368