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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-150.0670893160669788
-140.0266136595032138
-130.0032595166147905
-12-0.0528936455286149
-11-0.0540769178923141
-10-0.0308750355701601
-90.0222798931857218
-80.0728437046109996
-70.0962532085141315
-60.0902230103425034
-50.0376617015500155
-40.0066535890788423
-3-0.0042001774728546
-2-0.0259032097385512
-1-0.049909284391245
0-0.0951187130013059
1-0.110984286759606
2-0.0970156774392884
3-0.073668282252247
4-0.0421956164936358
5-0.0275688467616182
6-0.0111549742713334
70.0101250290231208
80.0371924838873336
90.0846899023197708
100.0927490823915053
110.0901297654995943
120.080903929900967
130.115880728892533
140.155273119857545
150.174550613003468