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])
-130.0394029775322081
-120.303991523666477
-11-0.229037412475491
-100.08339442298376
-9-0.0824157078607982
-8-0.241718018666962
-70.131060246785048
-6-0.0428979596363256
-5-0.276083420907385
-40.0159666412782698
-3-0.131207303438408
-2-0.313729119699994
-1-0.035594414008618
0-0.402358158874314
1-0.166296350982909
20.118420078491692
3-0.169353220103330
4-0.0350584777806734
50.132087712636640
6-0.125392344415606
70.0261821446196233
80.0714555894300044
9-0.157593300114713
100.0798318119810698
110.132841015974748
12-0.105092197774547
130.0827940220959549