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])
-140.0603561113376543
-13-0.074388587933799
-12-0.0894221073351754
-110.00629591601039106
-100.129414478715068
-9-0.109592193265415
-8-0.302983181219141
-7-0.173255042037201
-6-0.178140526002475
-50.0292414672312031
-40.343854756139296
-30.0730803286438329
-2-0.102679836905115
-1-0.139101005751019
0-0.114296751158855
1-0.00294015776406485
2-0.0459101289170993
3-0.0926892935561442
4-0.0649740464012369
50.0399022574536168
6-0.167726003539841
70.235044743026208
80.0949669866825292
9-0.148780972434953
10-0.102331570945005
11-0.086555466243168
120.0347638144604283
130.239723830462036
140.0617319815282391