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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t-k])
-130.0725976639662733
-120.33010932651514
-11-0.232461063258519
-100.125460843558205
-9-0.0629900764061857
-8-0.273065990872567
-70.136822063147694
-6-0.0204398360065237
-5-0.232794651501339
-40.083608944176853
-3-0.112736952166615
-2-0.304928888663417
-10.0131650442719975
0-0.392872063319585
1-0.137386344453439
20.169049822978702
3-0.182724133796478
4-0.00544034562901674
50.156121825188664
6-0.152697465696146
70.0225435873801688
80.0902720642698751
9-0.157098654527660
100.0933765980471474
110.140322009687457
12-0.119227297504527
130.0841418745572608