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])
-16-0.103611100715584
-150.0557672658870658
-140.0113316214053786
-13-0.0912125609314215
-120.407816436647853
-110.189036890225021
-10-0.134941363419823
-90.0989821937384993
-80.082006602005774
-70.10686607840931
-60.249341172942017
-50.0914816933883628
-4-0.00866817052147003
-30.205210567054947
-20.00459163012440035
-1-0.00292355707927049
00.594173520940702
10.245127734377477
2-0.0398783249030764
30.118698158318365
40.0803912022961241
50.178951717153396
60.252692419410535
7-0.0140498071672764
8-0.0398650436327764
90.0868806982171519
10-0.222947586416883
11-0.069371552156338
120.439981783463522
130.0969988045519082
14-0.108023482551244
15-0.0646705488665673
16-0.060994104809245