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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.0229429684798300
-13-0.0153998409929519
-120.063068004110623
-11-0.0754314480388714
-100.0722505693958998
-9-0.0687731292776734
-8-0.0441309716220103
-70.103587817519277
-6-0.0808735336118308
-50.0546459768463515
-40.0534299803239022
-3-0.094445364199137
-20.0699016017885064
-1-0.0623636232256321
0-0.0172033555273372
10.0832123265143914
2-0.0780197020763695
30.114106289993638
4-0.056482157032012
5-0.139433360367973
60.129480492192737
7-0.00632883957598163
8-0.0105077378529054
90.0360665771513348
10-0.0846144058430184
110.0506944451250172
12-0.0588771859591837
13-0.0807672687482725
140.251768722589905