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 series1
krho(Y[t],X[t+k])
-13-0.0708282675350151
-120.237489082880797
-11-0.0739429649483029
-100.0637244574318397
-90.0216350490815133
-8-0.0409867322326197
-7-0.057855838899127
-6-0.164356056618760
-50.0749182579134201
-40.0107292825131925
-30.0889733807397064
-20.217368342183527
-10.0590465505003333
0-0.0867092187978307
10.0308394538043219
2-0.0515874509822210
30.0826994540948169
4-0.0809663530122904
5-0.0103112715806802
6-0.098221419291631
7-0.0275189156828362
80.0520328426407585
90.0458141111256454
100.131224025791271
110.0649507936925976
12-0.0136391469807710
13-0.0472799946884978