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])
-130.0417993665985482
-120.217417478161660
-11-0.113237021656213
-100.146343015668984
-90.00293676921982034
-8-0.065564286141792
-70.19630756722629
-60.107636912946185
-50.0103917948950055
-40.171135745711288
-30.080804242854339
-2-0.0781725679823032
-10.191442113984370
00.0318621375797071
10.052610769146903
20.224260111332286
3-0.0310073381951552
4-0.0631395634644694
50.0974422499761647
6-0.0753335292149743
70.0849382010355473
80.151002037396337
9-0.0118238590375328
10-0.015236433039932
110.0984541373498344
120.0118807584795173
130.0948540095153652