Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-13-0.146053947178632
-120.120572820939895
-110.121035349633998
-10-0.121750166706702
-9-0.201326126123877
-80.144519192875473
-70.175151206843987
-60.242344011678147
-5-0.132093990229357
-4-0.335711735792197
-30.0537794727051879
-2-0.0686434630111173
-10.123810521798613
0-0.0701571932827255
1-0.0882378604158224
20.109619300502287
3-0.0570171735639052
4-0.202040943196581
5-0.193147777850884
60.037548920348501
70.0453908841166929
80.150426945741055
9-0.0903823116339337
10-0.0210450555816627
11-0.048018888060457
12-0.000588672883403101
130.128162496329486