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 series0
krho(Y[t],X[t+k])
-130.03541671990738
-120.0968264799187226
-11-0.0616405819919066
-10-0.0843103751512544
-90.00822790656480326
-80.0641826857670314
-70.0158160729888579
-60.246631187850979
-5-0.0645205632484409
-4-0.00114732661473419
-3-0.00607523326053983
-2-0.0116552484536879
-10.0983805692563056
0-0.105801949207230
1-0.0394652271387970
20.138731845967624
3-0.188192444625995
4-0.116226683844070
50.0428964424753641
6-0.226349866500896
70.117552157354598
8-0.123300347376101
9-0.0394778047496027
10-0.0448678498392193
110.0428031373968160
12-0.171411661280907
130.204518082019571