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 series0
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 series0
krho(Y[t],X[t+k])
-140.0582761567099362
-130.0178439047263215
-12-0.0441827888296049
-11-0.144465648426912
-10-0.120512598109105
-9-0.0244323644019991
-80.155204968071697
-70.219721794157821
-60.0693525300187257
-50.0734734807889799
-4-0.0254726676903306
-3-0.0142655374993733
-20.0488133463341726
-10.0195786382598313
0-0.0778789523996107
1-0.173181546936523
2-0.179200581480180
3-0.0403555617301439
40.185094994361946
50.244462069927505
60.0404970552477976
7-0.0167219263180434
8-0.131357366852413
9-0.0631923854086826
100.0518794226679357
110.0685959806682362
12-0.0205913330569133
13-0.118841134034709
14-0.144931541716747