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 series0
krho(Y[t],X[t+k])
-140.181108376970324
-130.162527552411732
-120.142866448967664
-110.119358588707250
-100.134009321979092
-90.142606041287575
-80.148871141286918
-70.144624250842411
-60.152354763012616
-50.154550646595033
-40.135552660229752
-30.128959811270720
-20.120817952881075
-10.143619011287552
00.17539026612456
10.285368843441831
20.347224296967567
30.353994891594104
40.305636723483237
50.251104715286889
60.171685963579507
70.0891197770694813
80.0177917686529697
9-0.0702900205944198
10-0.119613717690344
11-0.199944161630687
12-0.240104499107562
13-0.325677513491895
14-0.430898919345789