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])
-16-0.170369965980607
-15-0.121917579937123
-14-0.164732389461811
-130.0351177664118349
-120.180749792069400
-110.0487743147987757
-100.0115658861165891
-9-0.0309226726601715
-80.0994498039919847
-70.0993665848779068
-60.0615019267286566
-5-0.0389069091529126
-4-0.279912275942231
-3-0.176217175214218
-2-0.161289499312606
-10.0378138511328938
00.167249482889661
10.178175798313562
2-0.00158452203355012
3-0.0299953510266668
40.121280375778779
50.124827447716585
60.0575924876687256
7-0.00701810518380582
8-0.131425462012411
9-0.191522202492745
10-0.237058676579561
110.099797298536819
120.185712545001434
130.00331274830174007
14-0.104178425601015
15-0.0328505019752700
160.0461877459362754