Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-160.0389980355577857
-150.0647774124671742
-14-0.0158734096559784
-13-0.0214863333613837
-120.0612904263009091
-11-0.0704396432460332
-100.0895503153820217
-9-0.0874934580875952
-8-0.0518597702859247
-7-0.0408471207315729
-60.000751520346439315
-5-0.0435156877880968
-40.0265248562303791
-30.137425330191796
-2-0.0280214643498634
-1-0.0303163827953036
0-0.154168899221775
1-0.0417468979108980
20.120473793267205
3-0.0437133076298571
4-0.0437298085789993
5-0.073640435831668
60.00821898292916192
7-0.00100678163935554
8-0.00968113482942047
9-0.00339888787847214
100.00481156489901458
110.0118038840495740
12-0.100794173998337
13-0.116316952468899
14-0.00826202523548362
15-0.0615738231104983
16-0.0243310410580727