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
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.128804766491581
-130.0134124169852218
-12-0.116462799207541
-110.0613111780028842
-10-0.065091332769093
-90.313385019168966
-80.143314685987614
-7-0.168923085842181
-60.0979503403068176
-50.0702005256444544
-4-0.122685683721080
-30.125344819109878
-2-0.36174274507029
-1-0.299181913535032
00.54440764716908
1-0.160712049069138
2-0.0771348338335782
30.0596874832070044
4-0.0610941139248157
50.117027688822782
60.009081803860962
7-0.0624235396313725
8-0.103669514322854
90.0456643610569369
10-0.117516283495798
110.0601415313941308
12-0.117594249996284
13-0.120138491233208
14-0.0321124856439378