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 series0
krho(Y[t],X[t+k])
-140.0801832172778907
-130.0997887296222577
-12-0.141494852114224
-110.0952545742377858
-100.0716652104987874
-90.115181624878456
-8-0.0522214487920906
-7-0.0635207667853468
-6-0.177973759474449
-50.104116009150649
-4-0.114676076228186
-30.0455380206695241
-20.00539887968728061
-1-0.0622346922357944
0-0.182696788974005
10.056807559047559
2-0.173228452784005
3-0.0589644099332136
4-0.169457642863588
5-0.142480255941367
6-0.105101509088042
70.0207820794579947
8-0.250723850821163
9-0.0560548323098697
100.013421114849688
11-0.182679253222098
12-0.172805299741973
130.0522710445933236
140.116275688623868