Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series-1.5
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-130.0296049046110877
-120.087940227668963
-110.109460367481436
-100.236826764801848
-9-0.0869535154250702
-8-0.106464125037875
-70.0295977932947641
-6-0.173688854222269
-5-0.0970729414096166
-4-0.149586848384313
-3-0.216016521947569
-20.0212196232442931
-10.0411992629593088
00.0070801792330761
10.052731534478896
20.131279735322626
3-0.0212747812775890
40.0648375513523784
5-0.134947096680246
6-0.176685264588222
7-0.146250449061820
8-0.115591773009801
90.0229668669175269
10-0.0479602836801778
11-0.00806340376117231
120.149214498569501
130.238221243056957