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 series2
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])
-160.00967754406469997
-15-0.00200541113996878
-14-0.0149856890710449
-130.0658602803662067
-12-0.0254025459316951
-110.0219628276780574
-100.032414937873664
-9-0.0191143582135517
-80.0733833420459784
-70.132916152406519
-6-0.0435026153366335
-50.00835101143218357
-40.0925974168355507
-3-0.124151166098128
-20.0485871534755395
-1-0.0117736066374139
0-0.0619814062828229
10.0499096571554886
20.01562226357655
3-0.0369082272234377
40.0113415014746582
5-0.178423171644980
6-0.0730670692695093
70.0715632627240686
8-0.0274210511675047
9-0.0393961054332427
10-0.0103967120978179
11-0.0461184127904247
12-0.0420018305056178
130.0386809663526912
14-0.0919789726165948
15-0.109038565021239
16-0.0289842847633013