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])
-15-0.0235532523144783
-14-0.0247222163494053
-13-0.152345378728987
-12-0.030083762158706
-110.144526047798267
-10-0.0908332192951045
-9-0.0137294463647992
-80.130341502419795
-7-0.130488282585172
-60.0075418708009197
-50.0577937285776496
-40.258160640023227
-3-0.0854177378126013
-2-0.0462524784138235
-1-0.207602341754978
00.396457788408498
1-0.230477507272544
20.092879018163182
30.155766492540908
4-0.0203567363058851
5-0.0162607557372454
6-0.036009172783696
70.0288521862311728
80.0311546044133706
9-0.0412511298781210
10-0.107825371383536
110.0302210610946353
12-0.0804162103857783
130.0148584282340234
14-0.0274206100295488
150.137345715954360