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 series1
krho(Y[t],X[t+k])
-18-0.0182962115674436
-170.00927881277154573
-160.101708734068472
-15-0.0555384488129543
-140.0645716420825282
-13-0.0750929304666158
-120.228079957333872
-11-0.0940104623894345
-10-0.122574619906603
-9-0.0434366221736107
-8-0.0137922462954858
-7-0.052501542807938
-6-0.0449175739185876
-5-0.0981684466525965
-4-0.0929105765313556
-3-0.16459642442942
-2-0.0785765197852135
-1-0.0116403829578693
0-0.363049817730616
1-0.00692202647297456
2-0.169982560376978
3-0.0106122424939987
4-0.254962740172638
5-0.114411135431941
60.0266001747357439
7-0.0263800004567245
80.00788489619005183
9-0.00644607617581936
100.150410199194983
11-0.118927085042528
120.209617787357279
13-0.0902600897536531
140.186552387654183
15-0.139150400633529
160.230020827462986
170.0748736375076593
18-0.0648839754505984