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 series-0.5
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-170.00361360429011221
-160.0588423623491971
-15-0.0251501903655216
-140.075314165205609
-130.0934185068446954
-12-0.0414648377580233
-110.0704994813617618
-100.102252164193133
-90.190170346836752
-80.0214315646339718
-70.0433197849213246
-60.0353585733091636
-50.0946650661375738
-40.107351164590993
-30.0359178313103387
-20.256255137932666
-10.323470146819947
00.0753812941094248
10.0386905939999355
20.0556568133422579
3-0.0370567144235857
4-0.155331342694253
5-0.0111353550485505
6-0.00697927856120171
7-0.0577974521184888
80.0893418851607167
90.0763908933545461
10-0.0068438116661197
110.0619737670488234
12-0.0136026967741669
130.00062036320470797
140.069505415547718
15-0.026554825130283
160.0329360256176207
170.110730226580131