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 series1
krho(Y[t],X[t+k])
-13-0.000633262284420443
-120.244644271372445
-11-0.0878321836092237
-100.0561971831408119
-90.0973314190943802
-80.128824545516839
-7-0.00758770109940686
-6-0.0691645512669129
-5-0.0473644444122671
-4-0.0446625119445157
-30.102637187113420
-20.137041994681574
-10.134779440009461
0-0.46434471587667
10.0554609040331883
20.129854814154931
30.179841568870403
40.113120403950662
50.124906090797948
6-0.223209944524448
7-0.0623386324652254
80.141103628727826
90.137778775820485
100.150041091186014
11-0.109214399608055
12-0.214226295186485
13-0.224695856772319