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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-150.0128191249652803
-140.0292492280476033
-13-0.146357039983588
-120.12324080467437
-110.0265523754428649
-100.0212488765126266
-90.0884374356545532
-80.144613208943611
-70.0247062065948913
-60.0842038549901819
-50.210158153423923
-4-0.129809271658286
-30.166123936988443
-2-0.0393816544765438
-10.156606426629491
0-0.193945835630556
1-0.113128579463868
2-0.0368156900576917
3-0.102206432856667
4-0.129701582639304
5-0.192348918885880
6-0.0555479137459363
7-0.250399645350876
80.105196004641696
9-0.176694368769830
10-0.0321364429698777
11-0.0394862598006494
120.0135110931804455
130.0617502615661826
140.00867587443607028
150.0450032408205069