Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.589708797198241
-140.621915157261478
-130.670098392978597
-120.711748187444332
-110.73932677235901
-100.759544937932966
-90.770973929281352
-80.777628679918682
-70.77511608050602
-60.764627164259508
-50.753682980425269
-40.741711895804593
-30.74438583072138
-20.750179932357644
-10.763981290303102
00.768219833532006
10.736178562124607
20.692580843323384
30.643696912934226
40.59528347306846
50.537259526230768
60.473587040094515
70.412362041515223
80.358084032029927
90.320875748486887
100.295213910955553
110.268837659976671
120.229928163494984
130.185371842441999
140.138046759047310
150.091863132104832