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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-130.021285112778702
-12-0.0262594817382612
-110.0296913250338689
-10-0.0157451713528591
-90.0199542153230302
-80.0181397278436628
-70.00274973608331562
-60.0436994710731059
-50.0787112238834366
-40.0289689112923315
-30.0778950831541213
-20.0292171866492645
-10.0540483968946604
00.0152334202469023
1-0.0111473346651947
2-0.0401203155922098
3-0.106565278619166
4-0.138448694346208
5-0.143681134535595
6-0.161706372807394
7-0.13405379273365
8-0.13261213457081
9-0.109745430336968
10-0.0771062149003077
11-0.10431928059381
12-0.0522204416920775
13-0.0370307106655767