Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series-0.7
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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.00675768081765082
-120.266598895464679
-11-0.322217189984607
-10-0.0844306815260882
-90.0379455978070337
-8-0.125138324932281
-70.225340406009670
-60.0639853421774783
-5-0.219844586574014
-40.131250610152779
-30.114704736534821
-2-0.0248666254517433
-10.0585443667117581
0-0.299664073742950
1-0.167975161904144
20.0738909862786928
30.119590683680628
4-0.00467161631336512
50.0841589508913727
6-0.0243689416904296
7-0.00715246348694528
80.101824584538043
9-0.02970473482535
10-0.132752188460310
110.133945755662522
120.0128646675198714
130.0864447326514692