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 series0
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])
-13-0.0320435993135842
-12-0.0216150796640335
-11-0.000528776120728726
-100.0237611364885059
-9-0.135287929466046
-8-0.0841065223964119
-7-0.0128760906583577
-60.029008184103664
-5-0.0178596679375642
-40.101922890427593
-30.13119663060451
-2-0.0161555371325775
-1-0.0309637713977444
0-0.0118929575238250
10.0806802400161519
2-0.0441645696392318
3-0.0764772290647362
40.0582095074814661
5-0.0769793911774952
60.0420774974656517
70.0435889895734528
80.0473826120072895
90.0810321456136959
100.0512290453096053
110.0407456290542738
120.129672123495946
130.0182573763262537