Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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])
-150.0306475951297044
-140.0431306228561846
-13-0.138868826712018
-12-0.0705833317873408
-11-0.144315197679886
-10-0.0116957237880712
-90.160579329256024
-8-0.106383507410927
-70.0507671302345365
-6-0.0633728546786908
-5-0.0051893895091844
-4-0.111231391055919
-3-0.0218502404724689
-2-0.162247322967961
-1-0.132758530171846
00.900446671666944
1-0.0709684631511513
2-0.0600409571454065
3-0.0586674355558877
40.0110154386534112
5-0.0767215759132052
6-0.0742274243022626
70.18480920440294
8-0.143192522713168
90.0535877914441785
100.0439922264736297
11-0.135112943854326
12-0.0613974375241372
13-0.0701995637203934
14-0.0226020986924388
150.0179852938657337