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 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 series1
krho(Y[t],X[t-k])
-140.0572180745776918
-130.0266147603752456
-12-0.0113331212933773
-110.000105788657027974
-100.00274042301458564
-9-0.0878051698009527
-80.106241911743602
-70.00454029135335749
-60.00331305526167502
-5-0.0619068207315195
-40.0359178791657364
-30.131537674595378
-2-0.0200438820512832
-1-0.0125062941211091
0-0.111919723393870
10.0274910236020369
2-0.0690273909446247
3-0.136485339948451
4-0.0160025800124983
5-0.0409492695194683
60.0513475346972861
70.036428119483888
80.0187339437774490
9-0.0372348310521912
100.0306830940460059
110.0572338552060882
120.0496173641339319
130.0430463396930398
14-0.139664990453405