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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-170.0103149085121855
-160.082804588665002
-15-0.0680437516606807
-140.06947695627572
-13-0.0511113397701174
-120.249489415108347
-11-0.0551881272996556
-10-0.0885204643120427
-9-0.0163408030190441
-80.00276224139689741
-7-0.0526031228042633
-6-0.0268913923285985
-5-0.0743585823664647
-4-0.0665894732071619
-3-0.159856126433248
-2-0.0659087755625157
-1-0.0172035451855376
0-0.368920904366423
1-0.0086244184166037
2-0.166375085940795
30.000420023923675815
4-0.270550526728253
5-0.108593033780919
60.0415877268051671
7-0.0341258119216618
80.0274049831178846
9-0.0257372154310165
100.194520443842805
11-0.126945447457724
120.216519218078174
13-0.0910663937779213
140.207343364270375
15-0.155997403565587
160.24736834229589
170.083405033524456