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 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])
-130.08968260970494
-120.114357647059931
-11-0.231508218508779
-100.204043711891569
-9-0.000417024699995516
-8-0.220956602539897
-70.309610061841899
-6-0.112137250803511
-5-0.00748359984774302
-40.150581718175754
-3-0.210996540631447
-20.193849610611531
-10.225958307594823
0-0.48280540240652
10.46303307618034
2-0.0614321754194454
3-0.130889723645301
40.139808360358596
5-0.0304683301212781
6-0.255578676884931
70.174273226438876
8-0.133076386954223
90.0338378515090013
10-0.0788584251555692
11-0.118871929208391
120.140023964810764
130.0200638980035061