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 series1
krho(Y[t],X[t+k])
-120.457460920326676
-11-0.283995072147547
-10-0.090751430423519
-90.335917714949153
-8-0.389029596076946
-70.188187990896334
-60.182773858237241
-5-0.458973756572809
-40.44440964083747
-3-0.160478261810919
-2-0.188090849394688
-10.53132094644134
0-0.631719033041673
10.199794774425105
20.229658233996433
3-0.310095195360616
40.119146006165091
50.104013049483338
6-0.115121763275565
7-0.0422292170928779
80.216978645826350
9-0.216492163926904
10-0.0598898235574963
110.306324034517133
12-0.299648730831443