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 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])
-150.126612092399847
-140.0207437709044604
-130.0605500929718598
-120.179066475737899
-110.0350045320869740
-100.219577920637244
-90.0902731748251948
-8-0.0398369086318309
-70.118910157430046
-60.0350025158050153
-5-0.0672570632874357
-40.0188669015190826
-3-0.0665012486568331
-2-0.119081669672900
-1-0.0194470005725292
0-0.27045396902191
1-0.0819067730834612
20.0214514620435616
3-0.162390411707544
4-0.0696661191163266
50.0152162909835454
6-0.114145500874027
7-0.0530899486123952
80.0990914393729447
90.0130926774552590
10-0.0149748530339110
110.0633204437319011
12-0.0858119776396292
130.0590023068545646
140.081883857286419
15-0.100453444388908