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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-130.126353475966805
-12-0.0373970415134851
-110.0283989163695493
-10-0.0466915942980724
-9-0.226294168202460
-8-0.120814220242729
-7-0.0527705479187485
-60.0936897569890937
-50.178554409338717
-4-0.132236340064016
-30.0240312561967128
-2-0.0895601803111277
-1-0.126964091397267
00.115115387427306
1-0.0611276830740749
20.0403000183602637
3-0.0574532010361383
40.0338184682876658
50.0584508364177211
6-0.0139069447027913
70.0386581771409671
8-0.00735985751429877
9-0.0616039683566964
100.0313338370630485
110.0341964512353547
120.028743270750995
13-0.00278830239605097