Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1.8
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1.3
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.127581353606039
-13-0.25233797871339
-120.534644742974978
-11-0.249281434101188
-10-0.0919421347084219
-90.130741281103141
-8-0.0726995143732988
-70.0888803736861575
-60.00254715771969611
-5-0.125535925760712
-40.0674612213222315
-3-0.0106165174412808
-20.0631713755669582
-10.239197114954727
0-0.620346590122897
10.186722513221042
2-0.0819341699320928
30.0446206154426834
40.124089420972757
5-0.00839420295590799
6-0.126557065914870
70.109139607475018
8-0.0549104457342712
90.147260500116121
10-0.172979660376435
110.136062897573489
12-0.210242296741844
130.124684642387893
140.0156871623319536