Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
Degree of non-seasonal differencing (d) of X series2
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0
Degree of non-seasonal differencing (d) of Y series2
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.110889568161045
-12-0.243668240318847
-110.257570081785849
-10-0.176589384814295
-90.236750823858184
-8-0.189283458948711
-7-0.0774862173173764
-60.0739247417003751
-50.0681910372114541
-4-0.0894848214402331
-30.107756595254641
-2-0.192757698811668
-1-0.197117662794973
00.713067981121252
1-0.15472545608258
20.081755644883193
3-0.128511390754384
4-0.091619479554054
50.179886015904060
6-0.0525957463015481
7-0.0852508892512073
80.0151613241814401
9-0.0133241844128856
10-0.0374018972208789
110.257331066030994
12-0.112532715977719
13-0.120299258920069