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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.130338501406128
-13-0.0829687905325172
-12-0.165179091896382
-110.00255757228674377
-100.152306844754602
-9-0.132420912073383
-8-0.0594375672565655
-70.0153876564934375
-6-0.099338047690845
-5-0.0376793798276721
-40.0520492267257836
-30.18321335372656
-2-0.0363152304892941
-1-0.0131915780971010
00.284704253206283
10.278757054979955
2-0.0386534634926205
3-0.145919562107989
4-0.142065196920920
5-0.0854291463315802
6-0.0590512598472598
70.0938997382919324
8-0.0654020216382294
9-0.00972505582154386
10-0.086337180019037
110.105363828899928
12-0.0225271846158958
13-0.153382014154465
14-0.0348617743830117