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 series1
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])
-14-0.0316224983639939
-130.0276699543168879
-12-0.186313970706152
-11-0.0165366916760251
-10-0.0231864898435907
-9-0.0822087486531352
-8-0.0534200936200119
-7-0.119898660472849
-6-0.0125356522456016
-50.102470820713837
-4-0.0615199930743081
-30.0603938487793924
-2-0.0575390489976475
-1-0.243209250870457
00.226561319131703
10.116163659636027
20.0267196470312524
3-0.0771291481687817
40.0122249359568008
50.0406269742740719
60.0514313521754469
70.0167479014391794
80.0614815980210049
90.0393195202118798
100.00744327821679618
11-0.0337543764384481
12-0.0101910592339530
13-0.00241500484156638
140.0421354614055621