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])
-140.178291224660158
-13-0.0473195527734976
-12-0.0976714888193716
-11-0.0440148397941665
-100.101979239588864
-90.235535252408833
-80.0618526981461547
-7-0.164689566274809
-6-0.172146671646562
-5-0.0743382856074419
-40.0592902729280491
-30.153766945163432
-20.00702165144160846
-1-0.276586316450160
0-0.345506639294217
1-0.280236816855251
2-0.150819585469649
3-0.051579299006662
4-0.0979345326747408
5-0.352167234164229
6-0.401488136682866
7-0.241234001636868
8-0.0783329843416653
90.0486152054344975
10-0.0781803757926695
11-0.291177678032245
12-0.276584146987811
13-0.124105254458037
14-0.0511750190068446