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])
-14-0.0153840522984341
-130.0536500696310776
-120.0375169314130393
-110.0791268908621234
-100.00276216615929409
-90.0122079844276299
-80.0184543170732490
-70.0544948015494563
-60.0295080602590330
-50.0190121109953047
-4-0.0135924532063486
-3-0.0156241547909325
-20.0251224513948789
-10.0267642333030437
00.108697868695571
10.0245804574018244
20.0300486435441409
30.0027263341774524
40.0156938437634908
5-0.0238508392518821
6-0.0538817078758968
7-0.0720964867398262
80.0110227076109603
90.0479609666243354
100.0282564801688767
110.0124116906551080
12-0.111013686860585
13-0.0915964205430388
140.00518406956188658