Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.176552025666587
-130.241268766732065
-12-0.102641102966516
-110.0774539610149894
-100.102418203842476
-90.119144271946531
-80.0673374795771496
-7-0.0238559156850369
-60.113759739796292
-5-0.0174094232444466
-4-0.119775436352375
-30.0174566577440874
-20.102839331022101
-10.0258582666400498
00.154536243060214
1-0.0182118761120016
20.110231499851931
30.180014610454183
40.350037847712318
50.366101897728937
60.236429990762042
70.157841133426321
80.0968338934091938
9-0.113085637317343
10-0.119972872222614
11-0.0486310235957907
12-0.0483745274991051
130.0502880655749901
14-0.186110443844672