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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.379967651170268
-130.443478041499805
-120.495432310265645
-110.487006833172667
-100.47023740205533
-90.447161133826279
-80.410992793278694
-70.352987967358106
-60.308226401796507
-50.224049359307389
-40.144545460419049
-30.072294383013464
-20.0191560750990610
-1-0.0113354571813298
0-0.0317348286873134
10.0250314910243479
20.0701017940455596
30.0704497894972542
40.0696596734321885
50.111909997092350
60.106798250138138
70.0904104543844337
80.101944679969212
90.126211597558190
100.133840526708857
110.141923280076273
120.168673638612911
130.180235024139801
140.172111392985158