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])
-140.233307876107778
-130.0746486180463468
-12-0.0109349889956679
-11-0.0618215763660356
-100.0854980911036268
-90.0679298828719722
-8-0.036573669973652
-7-0.415105460365629
-6-0.502058015603677
-5-0.381928457311033
-4-0.116888121146437
-30.300769042812442
-20.312423840770644
-10.136327164277956
00.0416153812644781
1-0.0851439525115123
20.0376741492549156
30.0035982471787885
4-0.0442801621215697
5-0.251741277451132
6-0.368448007428122
7-0.308384884140803
8-0.0745755820938913
90.219349043494542
100.249255472253166
110.123718889968438
120.0407691563748763
130.00190563552150646
140.143190230037465