Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0488788572488967
-12-0.0998087221778246
-110.0207981266521907
-10-0.103857956893088
-9-0.0768015949673424
-80.0351199803799179
-7-0.149113048330121
-6-0.0886023672034659
-5-0.193016327640973
-4-0.250140282101403
-3-0.180079032630057
-2-0.0940882179006748
-10.0870328758247202
00.0990369345980676
1-0.266545446257949
2-0.2122221350283
3-0.106437579542732
40.034913436337988
50.246431911516473
6-0.0542817744560465
7-0.240141527195017
8-0.0080426654131642
9-0.0613692395681638
10-0.0882018125679415
11-0.0277258864842913
12-0.177837607836941
13-0.00952212788594813