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 series0
krho(Y[t],X[t+k])
-130.171597980359314
-120.223676207472118
-110.0486371167108856
-100.0223079614222047
-9-0.040703556884101
-8-0.00760035983515807
-70.00618316331268234
-6-0.116009687301266
-5-0.0758779440304971
-40.0378837077496599
-30.178399506027206
-20.118179442634561
-1-0.000777471166814292
0-0.142935016147268
1-0.145008813151418
20.0729315716495802
3-0.0199075532008932
40.0316114667428501
5-0.116777582350182
6-0.0366280062156116
7-0.0202992398083086
8-0.014931835210587
9-0.0143276484380437
10-0.0177005187073804
110.129862030575865
120.213471145656952
130.201051699207281