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])
-130.145929634074783
-120.0974936995548956
-110.125234917267367
-100.0175462010600529
-9-0.233372454331702
-8-0.149503298976788
-7-0.174723928713691
-60.477067026217796
-5-0.0124480426586836
-40.244406561100992
-3-0.366461848678856
-20.190245975056570
-1-0.203579823578106
00.068986872635018
1-0.152684766809848
2-0.00678239105901556
30.256774622098610
40.0616959883025704
50.207358060408050
6-0.484985927987577
70.109595633231839
8-0.155940388043918
90.258112162948511
10-0.111648391256053
11-0.0362527190315584
120.0728302963120403
130.0261149538259898