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 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 series0
krho(Y[t],X[t+k])
-140.0222692710116966
-13-0.0109274298922471
-12-0.0309264404584145
-11-0.0177514753001981
-100.000486143861572877
-9-0.0347117139389651
-8-0.0880471994725938
-7-0.110422570282860
-6-0.0900208224049695
-5-0.0461620879870704
-4-0.0098222044986476
-3-0.0387633544953744
-2-0.0692054998879115
-1-0.102720972764010
0-0.133563419145099
1-0.115129029368574
2-0.0836889909114708
3-0.0608809444329339
4-0.0344684807574314
5-0.00102749295420009
60.0227501973738456
70.0470975754159311
80.0388411603757083
90.0190732556576520
100.0215122833703528
110.0259436933845332
120.039576093385154
130.056943517301799
140.0425194878904026