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 series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-130.0660517651690484
-120.0184083106469099
-11-0.0421311565489358
-10-0.157692715829321
-9-0.238863788825721
-8-0.120846696268092
-70.0836821272354933
-60.404812258769585
-5-0.0608083917367139
-4-0.115465584992353
-3-0.389996268999290
-20.157885114796668
-10.0848777113696817
00.102046708983249
1-0.0097103951260271
20.0261601178599609
30.2088205610987
4-0.080415357367472
5-0.0686480661946952
6-0.191939732017202
70.160932298441688
80.00139346968626145
9-0.0494978792146566
10-0.173811892305881
11-0.123964263787312
120.157298132120376
130.0733643180467715