Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
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 series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0056738863038473
-12-0.107443654743964
-11-0.0777334816961399
-10-0.351136009919214
-9-0.162098836843941
-8-0.0682100786695128
-7-0.425205867557874
-6-0.177791767027603
-50.0135179073352404
-4-0.0519246208061146
-30.163689149403687
-2-0.00984782422146275
-1-0.0786526975628587
00.548572729607362
10.0122994951910431
2-0.0690357563319736
30.322793203902429
40.200894088642264
50.124147679547918
60.264875050489770
7-0.174722403830885
80.0118604336762574
90.0940840932660669
10-0.231900480312678
11-0.196313825362536
120.153316052005721
13-0.0590193857058228