Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-140.0581787837405573
-13-0.00900806387794153
-120.0504019422117691
-110.087582922944145
-10-0.00633275874922676
-9-0.06958222069111
-8-0.206589947316864
-7-0.155991023339893
-6-0.148585573540187
-5-0.236245956677284
-4-0.0633035231323822
-30.070451148725369
-20.0884965899717983
-10.277682238060441
00.754341071019633
10.360576561611314
20.152135696015566
30.00395335065846136
4-0.122650771630128
5-0.144817041193761
6-0.116608200432777
7-0.0848275861059149
8-0.209657651486885
9-0.113018552129397
10-0.000358512567110602
11-0.0526583922490606
120.00713356317374315
130.137397518185232
140.126034948567124