Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.128865429383508
-130.0292583269557057
-12-0.117779153585469
-110.0760417931867527
-10-0.052725423499336
-90.274506408402017
-80.147607544730369
-7-0.156716201132558
-60.0820345548854625
-50.0770869633566055
-4-0.109784916135168
-30.1313052036768
-2-0.358005231682188
-1-0.302210783217429
00.537237596283439
1-0.128040337257964
2-0.0890699261443282
30.0575748388073898
4-0.044369854019987
50.115943347249745
60.0116812853989554
7-0.0759197203573822
8-0.12185028692901
90.0465917151630912
10-0.130096761901236
110.0242082337751046
12-0.0969014053272851
13-0.139858087007998
14-0.0466697212854745