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])
-130.0565158645222034
-120.259478794101931
-110.180659485734514
-100.142300799232940
-90.167119539675276
-80.0226556465136813
-70.058376277649487
-60.204517395824672
-5-0.0102886514677628
-4-0.0139653650878648
-3-0.046182614273752
-2-0.213215304953211
-1-0.239007974307249
0-0.299205061284602
1-0.208999030648831
2-0.0957760167596086
3-0.0300884080246228
4-0.217761148738131
5-0.143199440527683
6-0.0132595150065189
7-0.118039038573381
80.0321139978903637
90.0916556228154011
10-0.123960090742121
11-0.0568625757924806
12-0.0523972371375137
13-0.111799954338005