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])
-14-0.189849300396958
-13-0.121166198130677
-12-0.167081211890595
-110.0961582373565297
-100.207815633132636
-90.176225383875992
-80.142291082246085
-70.00209307302824763
-60.128075233307628
-50.24572298514874
-40.227155249076892
-30.489352897269234
-20.57105851272031
-10.395178817376134
00.304987258787911
10.344911916482822
20.126990813118786
30.157539261320644
4-0.061423643098175
50.0430926799933221
6-0.0542399512795061
7-0.0203056496496005
80.097233186626691
90.0954858021302604
10-0.0208596983923721
110.0190649593025387
12-0.148589243168185
13-0.0511050771964768
14-0.0971290065212133