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])
-140.0910833896582234
-130.0886419138782358
-120.0775894369298496
-110.0252836737573376
-100.0542284775456722
-90.127539580009617
-80.108770143238615
-70.136878219665603
-60.125032318769655
-5-0.0333572616698925
-4-0.100805962940042
-30.0244677174517752
-20.0425183280237069
-10.145735807477442
00.142795661794403
1-0.0698076087221182
2-0.123243773864954
3-0.0255712016963768
4-0.119203541086276
50.0328386991215589
60.0576031360560176
7-0.164105473661037
8-0.0795826119467305
9-0.296128068542031
10-0.156193312496459
11-0.12504987170282
12-0.158360669314359
13-0.189426742765655
14-0.187747379099567