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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.524147829587167
-110.153962952614172
-100.4091778572543
-90.231548710089031
-80.177198837850605
-70.331055572053202
-60.121899740778158
-5-0.0264954679528111
-40.170037740828569
-30.0379197131744844
-2-0.223529171911899
-10.0356116963174398
0-0.677945265297873
1-0.0775275076340338
2-0.165920836159607
3-0.185429430683886
4-0.0553762995976637
5-0.146622119365051
6-0.145951027579635
7-0.0387812425588658
80.0334499582667946
9-0.0226838650536304
100.167905406697244
110.137224349034136
120.0662115300228057