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])
-13-0.0639956580936962
-120.259663333626318
-11-0.0203454414914486
-10-0.0502958476583632
-90.328514944454434
-8-0.289133384759825
-70.171033587190889
-60.100349570679663
-5-0.240545059929103
-40.0823603252388359
-3-0.0033887562107082
-2-0.243448740480947
-10.240414958732262
0-0.443911542979687
10.0388760140488732
20.0535722643929428
3-0.128267822235212
4-0.0485254069893682
50.0797676751214759
6-0.106541435976749
70.0538747180593616
80.046248557544372
9-0.0343532030005636
10-0.0297839996668698
110.181010872279776
12-0.244432150291667
130.198488924211172