Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0.8
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 series2
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.054996349566877
-120.243617850338314
-11-0.0578507518504605
-100.0753476540608864
-90.113914418973981
-8-0.101269791978006
-70.107705729492445
-6-0.0126504245832711
-5-0.115964006020115
-40.0974294552818348
-3-0.0145945487331462
-2-0.095055903496419
-10.168832930724156
0-0.246136262258888
10.0956730944435323
20.0683521765576589
30.105624621433688
4-0.0503393181327711
50.0827580322824232
6-0.142205843585823
70.110359304377003
8-0.0793980356815316
9-0.0191276545382509
10-0.0368274952777185
110.0514330436964557
120.0534169073631224
13-0.119464831569363