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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1.1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.040948810760078
-120.0503178451874771
-11-0.00864513651824456
-10-0.0802466104510305
-9-0.128643952588727
-8-0.162853310543859
-7-0.210079527809982
-6-0.275034962358321
-5-0.341605850101474
-4-0.407093465304991
-3-0.47307243968031
-2-0.561917107759988
-1-0.67282093056232
0-0.751336324285515
1-0.700769417097611
2-0.600706200602573
3-0.534632552736359
4-0.447965249189347
5-0.341033586292116
6-0.218749603967794
7-0.147536165998775
8-0.115869724925832
9-0.122346600118626
10-0.105059751856136
11-0.0612763319063758
12-0.0207307288853736
130.0197629172484807