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])
-15-0.0130596930913995
-14-0.0153549340671163
-130.0097232030952581
-12-0.0717410023022272
-110.0471455363104826
-10-0.114539434578766
-9-0.121123573121442
-80.0145325549780840
-70.208505435995252
-6-0.0857391470279228
-5-0.0460460808230784
-40.0821984238143081
-30.0502321810039133
-20.0998326005884353
-1-0.105966745275280
00.0270323086649096
10.0237662791287992
2-0.0646384517758616
3-0.143866984219393
40.093843801874696
50.139007595198287
60.082792061699765
70.116077651095044
80.159015302348164
90.0254546070599204
100.120933295840497
11-0.0194957625514101
12-0.0285824387855386
13-0.0270857496901464
14-0.08839894429683
15-0.116528325728273