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 series1
krho(Y[t],X[t+k])
-140.0303911347709249
-130.0373981549451115
-120.17152481724452
-11-0.0104155321179280
-100.048276117687834
-9-0.0471530266060548
-8-0.0646016919378989
-7-0.0995149865141827
-6-0.120932155729919
-5-0.0919461436277555
-4-0.105070139755677
-3-0.123510244626111
-2-0.166181791137645
-1-0.149495264301048
0-0.250048593789701
1-0.165165427768271
2-0.191507129549718
3-0.217508581331015
4-0.143090849682220
5-0.208998173569473
6-0.139380219840761
7-0.168213804843917
8-0.242491518162488
9-0.109013453111388
10-0.117816025032306
11-0.148960443334128
12-0.123252972340442
13-0.131033184325836
14-0.222892982233508