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])
-140.138412000499436
-13-0.143657690258127
-120.240946747073797
-11-0.122876275709446
-100.0157665092268943
-90.0797156240972814
-8-0.0785494711233344
-70.0418849079379991
-6-0.0954001783046864
-5-0.0919562133283884
-40.132718457853344
-3-0.103594281320707
-20.116208243252963
-10.228871849286587
0-0.51416965466013
10.140268912457874
20.0761265754347964
30.081653381074945
4-0.0754355732480002
5-0.0410808821569095
6-0.026702558175864
70.0431590146735732
8-0.0527114108777721
90.0280850385608055
100.0175238516672723
110.0462993935383508
12-0.00488379537487765
13-0.0350613029164303
14-0.0135361185560452