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 series1
krho(Y[t],X[t+k])
-14-0.06283464418756
-130.0626343706673675
-120.325873163902133
-110.0171257315221986
-10-0.032007317058672
-9-0.346098624322448
-80.000640875264616302
-70.065815652386319
-6-0.0160619363194461
-50.0154102354591433
-40.0173739985165998
-30.302414098050385
-2-0.00597139858044477
-10.0671872553597459
0-0.54420233428636
10.0325052944602318
20.0104860328347326
30.242801151139004
40.0206101299203602
5-0.0156310776111400
6-0.124514919021794
70.0442698301454911
80.0615525328051385
90.112133324382428
100.0155978791177022
110.0224696064060403
12-0.270831144342608
13-0.00941213374267303
14-0.0126746074292693