Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1.6
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 series0.2
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.0947145806899992
-140.00925623749213676
-130.0130971654227199
-12-0.05729343286031
-11-0.189835926849945
-10-0.101759858607923
-90.0007542749892066
-80.2203033394042
-70.219580656155558
-6-0.0124591899461505
-5-0.0221397624621432
-4-0.0552270613100544
-30.0872353123361771
-2-0.190959320128734
-1-0.0134718090495893
00.0757409971706031
1-0.0603849189350272
2-0.0185831570672707
3-0.0781119084040206
40.21899056675645
50.0306688052609139
6-0.161611852931806
7-0.012670104084897
8-0.162928366405087
9-0.0862951159593987
100.122296616389269
110.109166449131413
120.079892342939457
13-0.108833889223028
14-0.092633320730723
15-0.173022875639938