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])
-15-0.0439627183170487
-14-0.089928353880271
-130.099594872175067
-120.0871132781165938
-110.0674279460451468
-10-0.112707310009716
-9-0.157438971931827
-80.111758930572562
-70.00652920959704856
-6-0.0443056192527211
-50.0980931539677459
-4-0.0694355605644122
-30.139997996943451
-20.170138519461741
-1-0.114317535225448
0-0.0751723401909412
1-0.107280550407219
2-0.0547114883321034
30.157006822807418
4-0.0082704887320318
5-0.056787213311194
60.0376702512838068
7-0.096991173700503
80.0511941702412621
9-0.120119606947948
10-0.104869909856712
110.136230314196838
120.207742539194959
13-0.141163390397428
140.0876971491618553
15-0.0835499267494566