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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.645713106348752
-11-0.4678822501621
-100.229949838138968
-90.0648354088095627
-8-0.229556854063701
-70.159292260544628
-60.0132629826097590
-5-0.224926382223982
-40.317403904604582
-3-0.0890968870557518
-2-0.155334368270704
-10.415356794878395
0-0.800110847244703
10.455084778277407
2-0.112515264896176
30.0301943421441100
40.122936766361247
5-0.00984242697012176
6-0.0910321792445333
70.170958211581378
8-0.190414076639694
90.170348808158297
100.0465070791371541
11-0.0587760393392125
120.227701752874787