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])
-150.278064086826216
-14-0.240270318332260
-13-0.318912808050963
-120.727526627245702
-11-0.092615537858201
-10-0.392852214917913
-90.201949645549327
-8-0.136754842094657
-7-0.0786721638560145
-60.332820881471498
-5-0.00583512682208759
-4-0.272189202381010
-30.31652361889785
-2-0.307754621668600
-1-0.393324092710699
00.925214091256379
1-0.197701634016815
2-0.352555218666014
30.248158537200110
4-0.234976977471413
5-0.0511670037431737
60.359999441103789
7-0.0862532853472736
8-0.164839916411681
90.278458661545759
10-0.345867444542459
11-0.257826673876384
120.702473947768498
13-0.172891201838392
14-0.249033005167518
150.214587139678241