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])
-13-0.123613479325402
-12-0.335911126811763
-110.115153208291357
-10-0.0139846247053626
-9-0.041885469810871
-8-0.00976013576350848
-7-0.0259829510481950
-60.105350299768076
-5-0.186476949476804
-40.0710698819183276
-30.223322453838045
-20.136393471078697
-1-0.0852502941830209
00.759012809082488
1-0.0095083465341072
2-0.0323414546505546
30.150493675306899
40.122382374993785
50.0702382419814183
60.00872824167149416
7-0.00662261820522205
80.200977302944319
9-0.0365108725543905
10-0.0963392440003061
110.16478554370059
120.0273004517060211
13-0.237331791866933