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])
-17-0.102613066588082
-160.154957923479744
-15-0.0291690912772091
-14-0.0626466600703377
-130.00589310759793503
-120.148775503457454
-11-0.181087380912304
-100.174151894647307
-9-0.0472880511674319
-8-0.117736887679213
-70.169921621375792
-6-0.0851725018878482
-5-0.0973660130565397
-40.22212209731198
-3-0.0987814621230894
-2-0.109580714700707
-10.232325598869151
0-0.332941705590635
10.162850172010864
20.0449915161201081
3-0.0924278515528298
40.0296508653152467
50.0615073508418464
6-0.127478017764473
70.0411322911233523
80.0845079848218404
9-0.117329934774557
100.0589173006452322
110.0726235609071012
12-0.186869605950445
130.155049406738064
140.0118821230821056
15-0.147553867663309
160.14977680833976
17-0.0159451174170074