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 series-2
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.0810938038380115
-120.304232705725053
-11-0.202469291527186
-100.152707971710018
-9-0.0677105051896198
-8-0.290809437445196
-70.159058463215349
-6-0.0402946866187471
-5-0.260061115517287
-40.114837890726032
-3-0.114829759088935
-2-0.287577094351474
-10.0296554210263577
0-0.448224006656535
1-0.123475461478978
20.227733401252619
3-0.191722670893751
40.0009977148594156
50.147286062714674
6-0.139535248728912
70.0402881963146388
80.0786808156153546
9-0.166581678382475
100.099152486365756
110.127626376187594
12-0.156416802054561
130.0602813675749309