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])
-140.0452908666211189
-130.0991035112224494
-12-0.00853672810781378
-110.0211114056866386
-100.130971971117293
-90.0568434819616189
-8-0.0876681938351176
-70.0634604734221372
-6-0.0503750244127915
-5-0.0057081217706418
-4-0.0470686405215799
-30.0627564056030059
-2-0.0981461608364099
-1-0.138404276629133
0-0.239909412385695
1-0.135881470766094
20.0307155673245615
3-0.182271185551220
4-0.198763400581833
5-0.159454420369988
6-0.304134683342557
7-0.137733276474152
8-0.104152853088342
9-0.223104074120757
10-0.0734813587788438
11-0.118333197560156
12-0.103068504734051
130.0613455969598187
140.151193913337591