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 series1
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])
-140.0477703863319752
-130.095463186139553
-120.242241358388638
-110.10959021314749
-100.237957191836880
-90.230855327705553
-80.175848005533646
-70.395972520751433
-60.260563717986979
-50.0990262309255264
-40.304051143622409
-30.272121692701369
-20.067231959325596
-10.317599032464795
00.118958735861893
10.204603648750494
20.261771601350106
3-0.119515630651513
40.0300801675963271
5-0.0957146125412563
6-0.0436950761873058
70.163565631858622
8-0.0256436950888604
9-0.177487928570599
100.0698589418108148
11-0.0803870992832234
12-0.0812372173963721
130.064085684336901
14-0.314095194663097