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])
-140.0423698352840956
-13-0.0715164500694172
-120.497577501028029
-110.0429942064120568
-10-0.184561635148259
-90.34353222552585
-8-0.0357400985999878
-7-0.0907446726539237
-60.457728742789872
-50.0692480940017873
-4-0.105837489134264
-30.418271612356989
-20.0427196061670099
-10.163358011997037
00.985727894639265
10.165704576984762
20.0568426786284743
30.446119294578738
4-0.115296971852044
50.0394316577654693
60.436996952147014
7-0.103430153545588
8-0.0552899165018317
90.297267067910485
10-0.213194182163202
110.0143024467625246
120.478417819050625
13-0.0782798414330179
140.0373332257681563