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])
-150.204944288735889
-140.0172139533481503
-130.116228910760239
-120.318902283630745
-110.0593039831280309
-100.186940020783432
-90.162705413197874
-80.0252635806934181
-70.184198267432947
-60.213273329137242
-50.112660351380543
-40.163722127505784
-30.0360561479718879
-2-0.0465682985111230
-10.0282949528958431
0-0.180456593438629
10.0196266951120851
20.0451193284237828
3-0.0260144537898954
40.0254167634357681
50.0116320539959645
6-0.0147533570446718
70.0780399569990739
80.0832100403823283
90.0677786495583741
100.0173985488298957
110.0359695058340154
12-0.0407714029820687
130.0314938516956346
140.0358487673846205
15-0.0474817808194581