Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.375430451982876
-130.375320075148306
-120.348655683020961
-110.243766264062002
-100.185051823424151
-90.110100130071093
-80.0699425035379009
-70.0134536520495135
-6-0.0621975232432487
-5-0.131707746739788
-4-0.172590566499542
-3-0.195380525660144
-2-0.232603046158594
-1-0.267326976744422
0-0.348779766124236
1-0.257472707281065
2-0.196680443798323
3-0.177000038260385
4-0.220862133335435
5-0.262806633440558
6-0.265861491639013
7-0.271466420240866
8-0.258351573817740
9-0.31143845954776
10-0.335732425289754
11-0.364457099925719
12-0.324130874606908
13-0.312533931875193
14-0.357198800987309