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 series1
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])
-150.160936465123226
-14-0.12632975511917
-130.0796362854082165
-120.0218964468332547
-110.0189272083438251
-10-0.148908845339558
-90.123004049909402
-8-0.0426391177378368
-70.00602802869853858
-60.0055134667737513
-50.0955579751796061
-4-0.233413807692342
-30.184612190576351
-2-0.0421569913245095
-1-0.139952393471063
00.0862767261654055
1-0.0125624077277678
20.0487558966007323
30.0680893410015199
4-0.0933792079818476
5-0.0292564832205857
60.0888961132355565
7-0.120860823432563
80.148610856121884
9-0.0312000332366745
100.064505220950675
11-0.088777020842129
120.0261904342121807
13-0.0649604032230492
14-0.00258224949964986
150.119116595779275