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 series0
krho(Y[t],X[t-k])
-130.117517404455904
-120.254338921552418
-11-0.0518146734138939
-100.156176200902903
-90.0162237990378259
-8-0.162103156150933
-70.162705724484702
-60.175464652143522
-50.118309078013853
-40.268052804419352
-30.11948549315718
-20.00518366541941563
-10.210611375880258
00.0819295580938217
10.0883300712962812
20.178005290241192
30.0017794757846594
4-0.0519397163102295
50.0280860508148687
6-0.0838937040349626
70.0353779621040495
80.0740137770320497
9-0.0324219325130164
10-0.0397022896231644
110.0543245498132138
12-0.0343002202301136
130.0149284195991897