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])
-15-0.0169219212237035
-14-0.00108397173959903
-13-0.190515417238248
-12-0.00296393907544365
-110.0839022185663806
-10-0.102241868495826
-90.0614253113774145
-80.0279838971303362
-7-0.164012751245268
-60.160017266856324
-50.0567128402315523
-4-0.100150718654855
-30.095495104337301
-2-0.136946685771828
-1-0.00544422591012615
00.113613234156474
10.102560119054252
20.0577473391465246
3-0.0287422343078356
4-0.0226807056904167
5-0.0445794453915703
60.299871773275655
7-0.096564308069548
8-0.0851862968055926
90.00235032836999014
100.160073385284256
110.0234449500708574
120.0158564094932925
130.0493687101756598
140.019734488223792
15-0.0286093222416698