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])
-140.184380457918534
-130.212528225244194
-12-0.179866532339249
-11-0.368909662403477
-100.0330106321091411
-90.00115879618289457
-8-0.0325337402785099
-70.298251825249407
-60.0929983919405215
-5-0.375346144027658
-4-0.118993971917313
-30.099254615733515
-20.194304700687420
-10.362831483081113
0-0.113810708631561
1-0.340632165938302
20.085194995140856
3-0.0462424461455985
4-0.089352239607855
50.429550984893491
60.196644708182714
7-0.363021385533852
8-0.204878982211949
90.0437191568637941
100.105038335586105
110.305089672629058
12-0.0804452884158739
13-0.264860038861465
140.0943523667229226