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])
-130.0539197719205253
-120.310454415668942
-11-0.248580781112032
-100.103325303225235
-9-0.0757038952689822
-8-0.275855618056297
-70.116206897714071
-6-0.0608142363547199
-5-0.283342206686344
-40.0354046237862681
-3-0.136124054677936
-2-0.319694170340638
-1-0.0260222532376712
0-0.410823618731265
1-0.159562684723656
20.132338594876958
3-0.167544998613342
4-0.0069441420411167
50.157924215715795
6-0.125244163713836
70.0337999628254607
80.0861821901609504
9-0.142296491500225
100.106546067295666
110.149913936280348
12-0.103694954685977
130.0942185530254332