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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0174811021795801
-120.429219666347363
-11-0.0895317487660337
-100.0310835726436641
-9-0.0955054646812655
-80.0384747804709849
-70.0383384831717456
-60.0871757525934682
-5-0.0432451859443611
-4-0.0949719581099573
-3-0.00192763323209889
-2-0.0294480050527923
-10.0774285485935822
0-0.240194783345177
10.00424858152771701
20.168502403945295
30.00573616919370057
4-0.00917475534308106
5-0.113434400844060
6-0.0513334571020771
70.06992830292687
80.261379277855516
9-0.0856920591360346
10-0.164810694240184
11-0.140561457601235
120.135752110042361
130.108410871814954