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])
-150.122206252186164
-140.0959709798039556
-130.0538070659563453
-120.00767805691701154
-11-0.0223853411590364
-10-0.0246888906182769
-9-0.050755228974197
-8-0.0783808089750503
-7-0.0818001295893489
-6-0.100009915470717
-5-0.110143728820401
-4-0.107175520964164
-3-0.105733843389678
-2-0.102705888751376
-1-0.0916309387706902
0-0.117312955950979
1-0.138567861393758
2-0.145323567132032
3-0.177479571696424
4-0.206232399554411
5-0.265012615775516
6-0.314148805169649
7-0.340990184102431
8-0.387329327894205
9-0.411045950125004
10-0.437785759528276
11-0.491644185209847
12-0.535482179337438
13-0.514263097410426
14-0.537484418817909
15-0.551384644755478