Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.0395235702804088
-13-0.367432057124511
-120.696872717758458
-11-0.447203509560013
-100.122453267599921
-9-0.27175519824081
-80.417593954729714
-7-0.234499126110563
-60.020580923472853
-50.186308150688812
-4-0.407907256122408
-30.332862950890445
-2-0.177117009961874
-10.515859772247101
0-0.832965165070077
10.435981937679218
2-0.00879471451551999
30.0219826042460133
4-0.0101106560328081
5-0.176089241729238
60.271222517351968
7-0.310503249326210
80.380642732404087
9-0.302251803056224
100.181156248020661
11-0.196158591482782
120.132045864568567
130.0626947805601451
14-0.156516496501949