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 series1
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])
-130.163799620846864
-120.218650551038677
-11-0.0529324909286887
-100.16309170188044
-90.0656738007846349
-80.0744610194928365
-70.249782093496751
-60.00847475711959384
-5-0.0681028963132641
-4-0.0351998006629607
-3-0.144110363515108
-2-0.210483279421673
-1-0.0570173749193028
00.0268305232530122
1-0.0779538823866974
2-0.0483316417379889
3-0.257880465461194
4-0.0675293150269062
50.170750830238591
6-0.052377615731577
70.0239054667229398
8-0.0727495787511022
9-0.124950967810947
10-0.152913459099769
110.0547341003461665
12-0.0387000361524939
13-0.162057191903905