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])
-150.0611839294781397
-140.0299236556414017
-13-0.00227272558885762
-12-0.00142311865260527
-11-0.00028150209658288
-10-0.0107252624167957
-9-0.00226384491352358
-80.00505258750170296
-70.0095488217470451
-60.0406773113380649
-50.0559066455789736
-40.0657708269973136
-30.090426203820895
-20.099564552715452
-10.134241867350567
00.174349303455712
10.149539538770960
20.116663182986962
30.0622612472652278
40.0146579661358426
5-0.0356781897125389
6-0.0884531148973251
7-0.160063359144886
8-0.216931309119703
9-0.260440168283843
10-0.318567671714271
11-0.411170473555348
12-0.505442201189799
13-0.478923241442485
14-0.524967973620419
15-0.577949680736908