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])
-130.0808894407991064
-12-0.0228404483425675
-11-0.0502913998691206
-10-0.0141188004817184
-9-0.0524997542778722
-80.130523087019283
-70.0160365043120714
-6-0.078169108715183
-5-0.0304002313736695
-4-0.060242843016298
-30.190385798083737
-20.127930339640904
-1-0.00267010123967245
0-0.120788464123146
1-0.00864347457305887
2-0.0527497613020318
30.0623491788262037
40.0566827626585012
5-0.0390348561405634
60.0272757581415471
7-0.0765026410487347
8-0.042242583104756
90.0686622863851442
100.0694275487904628
11-0.0444759300216586
12-0.0140633253078881
13-0.082436681910277