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])
-130.0343283619962496
-120.321691211130274
-11-0.0982236708189293
-100.163037009706111
-90.117800925798198
-8-0.0238851383473935
-70.101802779798775
-6-0.0130034322403147
-5-0.0877886833293137
-40.103214406205160
-3-0.00290832962250713
-2-0.113160729997713
-1-0.074882641912155
0-0.446166442821432
1-0.188720904113275
2-0.210533899212824
3-0.158457715224748
4-0.0299447994872644
5-0.0558185378677402
6-0.174883000107762
7-0.0095772754753266
8-0.0336527405013352
9-0.0507362644601579
10-0.0484356256174617
110.0483261721898991
120.0720189826429402
130.0951009295344357