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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.166335780151587
-120.0474987639937449
-11-0.0830869253208773
-10-0.116068085117840
-9-0.0612822540042367
-80.0299898139253920
-7-0.0358430293011013
-6-0.146604561340752
-5-0.101575413687828
-4-0.363708885420086
-3-0.235720337209591
-20.0106106859173236
-10.0390977703930951
00.0617348329798456
1-0.208536161803914
2-0.241284387477269
3-0.068636180575139
4-0.0472424505413728
50.150132863906895
60.00296163424350487
7-0.263604620221152
8-0.0801538450035952
9-0.0733394934079699
10-0.149037218874683
11-0.140851216581189
12-0.150325003012798
130.0141345062507234