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])
-140.227618925827417
-130.224916319736776
-120.0452012004413228
-11-0.0982557355439359
-10-0.189174928686357
-9-0.097550557517969
-8-0.0538474155810722
-70.0291865143081684
-6-0.0205309392280045
-5-0.101514480356238
-4-0.0132088657035343
-30.0911980673808058
-20.26199735524077
-10.247972688350486
00.0450421160019123
1-0.10537173738264
2-0.214611242497248
3-0.0832030273838107
4-0.0347919678511428
50.0338492592307934
6-0.062041534658731
7-0.189593406612871
8-0.118870043141821
90.0161298424367111
100.235017854670691
110.257145483423005
120.0357452422887536
13-0.087469865499086
14-0.211306731944128