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 series0
krho(Y[t],X[t-k])
-150.0784943942270669
-140.0971246470166644
-130.0593513921211674
-120.138516168629287
-11-0.00283136526725745
-10-0.0624708066347528
-9-0.128759637446428
-8-0.127843763570854
-7-0.0618296263386973
-60.0135108091230629
-50.121887677619685
-40.0701867002182817
-30.0192004314731811
-20.0484655490685572
-10.0634247983053293
00.116034899556107
1-0.00109260183422293
2-0.103803779891794
3-0.109690127604379
4-0.0996748574493796
5-0.0229551786665430
6-0.0156532024649242
7-0.0215525448803513
8-0.0478925548660246
9-0.0795980776551022
100.0120707072770105
110.0142592679103572
120.00753216292390368
13-0.0859150914777047
14-0.0838226916453877
15-0.0110404078236349