Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
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 series0
krho(Y[t],X[t+k])
-160.311098601376949
-15-0.0504538445228791
-14-0.350043418318191
-13-0.180453295812618
-120.5980182117469
-110.108825924615834
-10-0.162435586372729
-9-0.144253714551485
-80.0941535747226224
-7-0.0806856023719029
-6-0.0481206271728944
-50.146778759480242
-40.397756640486587
-3-0.0441701261101441
-2-0.382462641153071
-1-0.161156565329805
00.778525818782722
10.199666364700100
2-0.14218648378068
3-0.148114814292202
40.118375308961345
5-0.099142191610356
6-0.0880438134618172
70.126861078516045
80.358452971837856
9-0.120214684042824
10-0.405483295400747
11-0.240166295392919
120.550927770830545
130.0789229681594965
14-0.202983378781811
15-0.203804492209926
16-0.00272371846830098