Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.175435757871879
-140.0920942680188137
-130.00105813606350635
-12-0.0790680314320237
-11-0.142307250968819
-10-0.0161978949484427
-9-0.0840770595483568
-80.115681847315996
-70.173517281001736
-6-0.0540871060588894
-5-0.105799931845697
-4-0.0146080697793009
-30.0589131122149417
-2-0.0660265094579392
-1-0.0978818837688227
00.0941681212404742
1-0.169040004363811
2-0.00823498613900064
3-0.0627436186809813
40.280485980771648
5-0.00152928407956463
6-0.103313520132549
70.0635204001259745
8-0.167943818900691
9-0.0616942845734719
100.0221050907189917
110.337389925998379
12-0.0348923500240612
13-0.149234029791277
14-0.0568885109376842
150.105838861306777