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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.106231088925513
-130.0190651807969184
-120.0258060114120862
-110.148599835953692
-100.141140451054107
-90.120835730225327
-8-0.0202387588324472
-70.0549428137210673
-6-0.00274247616581241
-5-0.0101674547724122
-4-0.0366486688312929
-3-0.0440428764565209
-20.277967580988968
-10.0773266218193266
00.105403127067254
1-0.117976152323132
2-0.165633761079512
3-0.0182840876532125
4-0.0293636906180535
5-0.115713314587980
6-0.0480928006638523
7-0.0263645261438911
8-0.0999169510876355
9-0.142420039440884
10-0.0576077093082968
11-0.175524128011487
12-0.0759814269500933
13-0.165025023331371
14-0.085389000366969