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 series1
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 series1
krho(Y[t],X[t-k])
-13-0.0680602342997533
-12-0.00289394303954841
-11-0.185352192734480
-100.0137444565839341
-90.00241943937322326
-8-0.0593190889270602
-70.0118783058302951
-6-0.0895754070267439
-5-0.098189672587558
-40.113695216446507
-3-0.0133432779870213
-2-0.175444566432738
-1-0.147796985475584
0-0.508536918399526
1-0.257531450100029
2-0.059635310803228
3-0.161053475882607
4-0.0595854873856693
5-0.0734455844571332
6-0.160863042263406
7-0.0450377592329252
80.108824409455210
90.0977502389458735
100.0372987561876628
11-0.0055740984579817
12-0.233416267396595
13-0.0858221677033534