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-1.6
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0243905427885047
-120.110594716330403
-111.43163123735188e-05
-100.0186052096519491
-9-0.182778332628273
-8-0.0695365104306901
-7-0.0259379552531047
-6-0.0331989011711534
-50.000268236944965649
-40.0848731044119511
-30.395547738983791
-20.0272268729997312
-1-0.0914840364444777
0-0.429095180010325
1-0.0215197846391307
20.031200905026586
30.167136847223344
40.0216130441736031
5-0.0392142870648466
6-0.150018557127262
7-0.0141408355388146
80.0418501249809962
90.388596414707641
100.0818462908147988
11-0.0469083163714065
12-0.541369274369879
13-0.0434982069157661