Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series-2
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series-1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.276349926755379
-120.53497154593196
-110.399735043537848
-100.248276243805809
-90.114046573234478
-80.109182405469103
-70.103428124093300
-60.086574090060634
-50.102572599677007
-40.136680504335648
-30.140337600990697
-2-0.0463128179670558
-1-0.248656060447399
0-0.427000272584039
1-0.262492685587597
2-0.11179617390036
30.0275284601677483
40.0220930699518824
50.0138731992888973
60.00458491180683526
7-0.0363814680545818
8-0.0428842539596698
9-0.0659075238446086
10-0.114916173194960
11-0.148102980855428
12-0.164514388440551
13-0.049789478905823