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])
-14-0.00215613319253982
-13-0.0249657465012282
-120.433688976668696
-11-0.390834694164131
-100.00371179092189013
-9-0.0457517451061289
-80.0340328563917788
-7-0.0262240609906992
-60.0235331853081248
-50.0065980320629018
-4-0.0292635998454483
-30.0510859113670024
-2-0.0219656100820921
-10.0334687785252949
0-0.793241413418963
10.033093173661902
2-0.00769863495097539
30.0248887241615575
4-0.0223324380996376
50.0475650041099254
6-0.0200029240045064
70.00253425057660090
80.00526853514666441
9-0.0513026841805918
100.0304398330009303
110.0020710300431528
120.00702889540450241
130.0054101700110841
14-0.0889168501844284