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])
-150.105838861306777
-14-0.0568885109376842
-13-0.149234029791277
-12-0.0348923500240612
-110.337389925998379
-100.0221050907189917
-9-0.0616942845734719
-8-0.167943818900691
-70.0635204001259745
-6-0.103313520132549
-5-0.00152928407956463
-40.280485980771648
-3-0.0627436186809813
-2-0.00823498613900064
-1-0.169040004363811
00.0941681212404742
1-0.0978818837688227
2-0.0660265094579392
30.0589131122149417
4-0.0146080697793009
5-0.105799931845697
6-0.0540871060588894
70.173517281001736
80.115681847315996
9-0.0840770595483568
10-0.0161978949484427
11-0.142307250968819
12-0.0790680314320237
130.00105813606350635
140.0920942680188137
150.175435757871879