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-0.9
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.00312201855401401
-120.19138216961576
-110.00425107720276579
-100.0413598571202477
-9-0.0998007337009083
-8-0.0250270031591803
-7-0.0386317988368569
-6-0.155233640283551
-5-0.00669055043240333
-40.085411569581062
-30.226964491244596
-20.0468148763664451
-1-0.00238128519962807
0-0.474499264802127
10.00246842303979893
20.0228828763340688
3-0.0356468519468988
40.00308670094381881
5-0.041767639148312
60.213426643253805
70.00497339990115074
80.0443830592504902
90.133865244006512
100.0210719461768037
11-0.0937911782252861
12-0.0871796100515032
13-0.0437206253223607