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])
-150.0375218762182277
-14-0.158191878325947
-13-0.00605342073586711
-120.239326673840961
-11-0.0407831957348798
-100.0791792247422096
-90.0584385573803656
-8-0.0824082444561495
-70.14205701808935
-60.149321832360581
-50.0522205984462898
-40.186369739354244
-30.073346044851378
-20.0127645143729394
-10.171746824136192
00.0423903400293619
10.142445353361771
20.187181504683528
30.0521864680892183
40.0423000430012191
50.108513018152896
60.083708822754703
70.0945016168404909
80.132915511748760
90.074696134033715
10-0.00629687246836543
110.119805664650469
120.0984344220100687
130.127647625620536
140.156844223432599
150.0415697961663499