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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-150.164839462182417
-14-0.162012245003598
-13-0.121821425041959
-120.376651357395363
-11-0.255232743465134
-100.0889640700796144
-90.0291098873364346
-8-0.115804781341936
-70.0560570759745525
-60.0570588176095795
-5-0.0690112779299165
-40.0264144622387143
-30.0601639275356576
-2-0.165430421835140
-10.182243475333819
0-0.228848554344506
10.129184113946934
20.0208155143198943
3-0.0418055051965077
4-0.0170294293900491
5-0.0284498093428907
60.0829566413724403
7-0.0888319455514382
80.100305707230873
9-0.0234429677441336
10-0.060869153099711
110.0363772464526974
120.00349013786994482
130.0101831769777155
140.00926865436583952
15-0.0201455925919847