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 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])
-13-0.0371797081634297
-120.234168362953824
-11-0.0519742426975673
-100.0750400439216008
-90.112893616727319
-8-0.0901744907139362
-70.100454320449695
-6-0.0126932933981473
-5-0.109949820870282
-40.0909318897494471
-3-0.0281905201490848
-2-0.0901035304620369
-10.170885385564904
0-0.235439101776265
10.0903754815475004
20.0820103828988126
30.102911738406206
4-0.057664684464976
50.0861310771613565
6-0.157316086383562
70.108251808754815
8-0.0673839606187701
9-0.0324341330311831
10-0.0254783060001931
110.0608263055295866
120.0565930609943535
13-0.111147832134265