Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0.8
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])
-140.163836150159792
-130.210059697473169
-120.197983714731124
-110.119917367735499
-100.0465996985205035
-90.112992208242562
-80.0313954387588195
-7-0.0938100086597455
-6-0.00344984206397549
-5-0.0149739290627079
-40.134124444380226
-30.125909636611306
-20.226246523382633
-10.37929632115464
00.192779796595279
10.146772047110428
2-0.00417938568486774
30.151740249836177
4-0.0662877774290374
5-0.108100641167133
6-0.120783306042374
7-0.00447138069005909
80.059252123147986
90.0831584312198996
100.144107414232115
110.214470591378432
120.0642068710328209
130.0258213120367760
14-0.0202337739473857