Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
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 series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.0370917683100851
-120.256810752730900
-11-0.177290030543156
-100.196107281670325
-90.161560187160695
-8-0.0480579953269876
-70.197677527917861
-60.10230253890886
-5-0.029541038853089
-40.161073417705934
-30.0633954391746503
-2-0.059352439108144
-10.0940624693915078
0-0.190439300268184
1-0.0690001999464688
20.0380338973503241
3-0.119335033290024
4-0.0247601173266201
50.055690794008488
6-0.0961443337013047
70.111980767520834
80.159424229189611
90.0401995614007164
100.061840667348995
110.157002969917026
120.0598452553469295
130.170971014288187