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 series0
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])
-14-0.278407207772933
-13-0.0320970715728193
-120.105048525159796
-11-0.087149742941734
-10-0.00643666237451991
-90.212582338958719
-8-0.0786041132362204
-70.00395921376264687
-6-0.0328183540800742
-5-0.0867107014155792
-40.0231437604501625
-3-0.0427751886910855
-2-0.205832075494087
-10.286098274507895
00.286788196906138
10.0131869258391505
20.0124970034409072
30.0663893507764124
40.000940803270331797
5-0.235192977555693
6-0.0429947094541624
7-0.0191688666330100
8-0.00968243365716457
9-0.0478398462963711
10-0.0212386338277399
11-0.0219285562259838
12-0.0226184786242272
13-0.0505995358893443
14-0.0138219680466244