Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series2
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.236878816637471
-12-0.148649542651729
-11-0.0683785054810734
-10-0.272795446919219
-9-0.090497218932574
-8-0.111384503283099
-7-0.278667904968671
-6-0.0415440511683481
-5-0.133159230519465
-4-0.0881103432064386
-30.0694693532834479
-2-0.113598049590272
-10.126561923329477
00.368600245272370
1-0.087191622345313
20.367926530569552
30.296468944266615
40.172612194601608
50.311543510713682
60.283309453983304
70.0481449019127675
80.208902240642109
90.0858131619101266
100.133585227334953
110.0420894146963669
12-0.0753885228712512
130.0770471458123676