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])
-16-0.093300003133284
-150.0235109855360353
-14-0.0297423313859254
-13-0.0389311584212469
-120.0797764813086734
-110.151036751883210
-100.0336641920567706
-90.193980003086650
-8-0.115918185711050
-70.0496336259517038
-60.0299603605944977
-50.0429716787603198
-4-0.0687731131649893
-3-0.147901725376013
-2-0.0792097068933745
-1-0.0253488778518351
00.395299392197837
10.115693557248201
20.079934863411292
3-0.0710531555172657
4-0.0889087070477067
50.0542085589783774
60.101995789728964
7-0.0024714207262739
8-0.0537080309233077
9-0.176557210346215
10-0.0499190436991305
11-0.103929117414291
120.32658986030962
130.083953174721552
140.113314906807997
15-0.0772851359108368
16-0.0936420221769986