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])
-160.0323855994067322
-15-0.0342499660221456
-14-0.0597441590832788
-130.00345818966598631
-12-0.0123110779645512
-11-0.09710148297212
-10-0.0911450152473816
-9-0.156680012777283
-8-0.112838313219394
-7-0.022668557685786
-6-0.00837437841833647
-5-0.0566026727292671
-4-0.150861065623419
-30.0529041336236735
-2-0.0030441093895735
-1-0.114220038187733
0-0.00778127815971281
1-0.0069564675567362
20.155745812521432
3-0.10247905922824
40.137046707647123
50.0683070682732078
6-0.0371257072554045
7-0.128429126482864
8-0.0463413525405561
90.172376183541822
100.00796616670433751
11-0.0500099916757579
12-0.0455740369888212
130.141921642904847
14-0.0353197779369102
150.00952089451675311
16-0.0700934371917083