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 series-1.8
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-160.132990088279245
-150.0983929311978403
-140.0800754141865046
-130.127922069487394
-120.184522082134252
-110.0185788916510873
-100.0858332702966569
-90.0231826242680511
-8-0.0143570639651159
-70.0246647439117431
-6-0.0144391797472253
-5-0.0137599524582749
-4-0.00551652497005866
-3-0.0518739770095325
-2-0.0504342517776128
-1-0.0117899907915791
0-0.231416101541314
1-0.0760090310428772
2-0.0371833825504133
3-0.0697620818762228
4-0.0915916147739347
5-0.00878340507837304
6-0.058835363903627
70.0512122281346681
80.0125822872714201
9-0.0392917562970372
100.0250629830402683
11-0.00593624993135366
120.0090925851820126
130.0383576661072614
140.0271637792578276
15-0.014361968049839
160.0608347701664113