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