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])
-140.0198746756855983
-130.0264801317471719
-120.149126346324686
-110.141578032916643
-100.121136675718853
-9-0.0196976718630122
-80.0553471980191682
-7-0.00217183860203929
-6-0.00961659822957796
-5-0.0361599579445211
-4-0.0436015822299396
-30.27794313753517
-20.0774134396694521
-10.105280477834578
0-0.130544603011352
1-0.164854101125079
2-0.0296861518921031
3-0.0308050948879101
4-0.109367370041750
5-0.0408002913256777
6-0.028748443124177
7-0.116078459931194
8-0.143082095504991
9-0.0586137005202508
10-0.178585934354676
11-0.0861450960959048
12-0.168925782389366
13-0.0906556454021044
14-0.0585232448660899