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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-140.164061889602669
-130.212386417610703
-120.195784202812309
-110.120918048670110
-100.0455858961968153
-90.113937741474246
-80.0325962442986329
-7-0.096268240175603
-6-0.000863732770044818
-5-0.0154065355890826
-40.131988176512996
-30.123829639254691
-20.224950805503759
-10.379838629290277
00.188266862751642
10.145117834234878
2-0.0049605684457078
30.153316634220588
4-0.0657533961393744
5-0.107859012833193
6-0.117688718553004
7-0.00546046292359354
80.0570642515467008
90.0807139173865132
100.143049402932985
110.212958466668887
120.0605076284620614
130.0260631304411233
14-0.0198199907506801