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-0.7
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-160.0366920769371048
-150.0987698782057464
-140.149836048758131
-130.162454543833981
-120.138079983494140
-110.0666233169887424
-10-0.107467661917511
-9-0.151901425192678
-8-0.155482141173839
-7-0.0365591131319498
-6-0.0321262079944661
-5-0.0940458831155122
-4-0.177069773224795
-30.0663067694210089
-20.0581072000995315
-10.302888650093075
00.323633520408322
10.426427532947196
20.188297715167111
30.0873381216592128
40.178915020157723
50.0553765287161688
6-0.0458871893516758
7-0.11985703755125
8-0.0300034605674534
9-0.0845963944738653
10-0.00631220693089579
11-0.0419393137723757
12-0.0244304731580453
13-0.0978321447579863
14-0.046949172092894
150.0685775777256058
16-0.0725755174505503