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 series0
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 series0
krho(Y[t],X[t+k])
-16-0.00272371846830098
-15-0.203804492209926
-14-0.202983378781811
-130.0789229681594965
-120.550927770830545
-11-0.240166295392919
-10-0.405483295400747
-9-0.120214684042824
-80.358452971837856
-70.126861078516045
-6-0.0880438134618172
-5-0.099142191610356
-40.118375308961345
-3-0.148114814292202
-2-0.14218648378068
-10.199666364700100
00.778525818782722
1-0.161156565329805
2-0.382462641153071
3-0.0441701261101441
40.397756640486587
50.146778759480242
6-0.0481206271728944
7-0.0806856023719029
80.0941535747226224
9-0.144253714551485
10-0.162435586372729
110.108825924615834
120.5980182117469
13-0.180453295812618
14-0.350043418318191
15-0.0504538445228791
160.311098601376949