Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0609396192003923
-120.0838803568270282
-11-0.126213793920785
-100.0431506215755817
-90.0680985106819433
-8-0.117810719403372
-70.0578687454941555
-60.0957210347495147
-5-0.14920845702516
-40.0575396490719432
-3-0.13655011451955
-20.0687013262889537
-10.129280588328136
0-0.0515951337298002
1-0.0603309028255786
2-0.00314947389127824
3-0.100750411406283
4-0.0241678890428967
50.205924954195667
6-0.00110694904776506
7-0.101581687538153
8-0.0798641824098033
9-0.109425365935190
100.197387273229368
110.0816120114950802
12-0.00194923939076972
13-0.0468454540917849