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 series0
krho(Y[t],X[t+k])
-17-0.04347007029858
-16-0.0332780273315675
-150.0447038680451226
-14-0.0852846514879445
-13-0.0858133834330864
-120.0362794776188292
-11-0.100372520390647
-10-0.00546742803854612
-90.0699713772277001
-80.0105875808372441
-70.0339998097982399
-60.0615178674489972
-5-0.0427728235825486
-40.00431829211289869
-30.151526594618141
-2-0.0156230718150465
-10.109095384179139
00.0717792036898001
1-0.0524636362150286
20.0678766712196391
30.0266919308379502
40.0585239666234717
50.224271050915595
6-0.0220789400937203
7-0.055105408575305
80.0820222055235295
9-0.0750624106739885
100.00501068560352843
110.0579639583368522
12-0.0398093902275999
130.0270726394083434
140.073027561112547
15-0.032457562615062
160.00547012427488024
17-0.042887683250387