Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.0896929238139872
-14-0.0234755209685644
-130.0540377512689325
-12-0.233030032556035
-110.0119997532061160
-100.0314634539266087
-90.160471284312171
-8-0.125432747139328
-7-0.114744689316745
-6-0.00522674243076587
-50.0911693026931169
-4-0.132393820364202
-30.176611174000283
-2-0.0418842824715362
-10.0497365185382428
0-0.344390546133954
10.0491249547909596
20.222296412574558
30.127945840372415
40.0445039622935353
5-0.169223259627089
6-0.0629052194409249
70.164259004710831
80.0178646544904880
9-0.0118991453620373
100.0750017458478831
11-0.0287286111093158
12-0.411922819282579
13-0.00203314433756767
140.313795948146043
150.069968508586075