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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.00865732387989562
-140.0610712624380301
-130.0129516536440081
-12-0.0392367522510762
-11-0.0318223257436189
-10-0.175562541860107
-90.104057398326128
-8-0.248836280327088
-7-0.0553826171253617
-6-0.190901247522953
-5-0.128860697369724
-4-0.101669580408574
-3-0.0365231057018378
-2-0.112343003986882
-1-0.19263693025634
00.172205157440221
1-0.0524563570926115
20.170524781784901
3-0.121553101478744
40.207185265207598
50.0989894036332169
60.0337409694258358
70.143607237717852
80.0847599858436314
90.0119377998143334
100.0370113906419321
110.134104677205962
12-0.154683726217943
130.0244373526371772
140.0334545416876883
15-0.0368882034924796