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])
-150.0120291572290837
-140.0449764393143481
-130.219230262887511
-12-0.0965303314029756
-11-0.168022514275029
-100.0731814925827238
-90.00667832571335602
-8-0.155256550134013
-70.0463788496399496
-6-0.106233186454105
-5-0.0573394804423302
-40.00765648515313374
-30.0117309461722278
-2-0.0646456039400331
-10.283650486506656
0-0.206957715133851
1-0.077672115694405
20.131608362770358
3-0.0173852970153713
40.193983606752842
5-0.114136458793041
6-0.0446382898408905
70.144755511292589
8-0.176739121093149
9-0.0447224164502249
100.160008115819657
11-0.0673253800630013
120.04990854939275
130.0551933276965301
14-0.080467852251643
15-0.179946722571569