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 series1
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])
-13-0.075230572986175
-120.121769481438343
-110.117857110408644
-10-0.016847919045886
-9-0.140398539007759
-8-0.150209663367571
-70.0414238560724085
-60.052724059420369
-50.0591899461293648
-4-0.0192329932807062
-3-0.0441458131961824
-20.0597603822816686
-1-0.0229424796573934
0-0.172571798552397
1-0.163847286648132
20.0115280947140173
30.0598141703059555
40.183542196383020
5-0.0560131499230256
6-0.065982807407051
7-0.185278983377753
8-0.0804003570397701
90.0528854234932292
100.0412969352080828
11-0.0293677894357871
12-0.00170517473484479
13-0.0569577431214649