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])
-16-0.0949036323807035
-150.0244495962296422
-14-0.100073335785255
-130.0250457800472754
-120.436910351606634
-110.00988137256266165
-10-0.204153871452883
-90.0163820823857289
-8-0.0838651402376216
-70.0716124042006511
-60.293395647881458
-50.119749271209492
-40.0399189158914294
-30.208359812754977
-2-0.0217236949071002
-10.192419199243157
00.604664328209351
10.0788012723171934
20.0250403647959459
30.146462960407287
4-0.0430434545938679
50.168763695938089
60.290276400496628
70.0504585721979536
80.0458566978802136
90.181044296189260
10-0.118406472823555
110.131636135333294
120.401784790241174
13-0.0262368561627115
140.0245254841084851
150.00988659604286464
16-0.134748297622974