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])
-170.311820181539960
-160.344291368290804
-150.302366029668913
-140.316346378687485
-130.33052724254513
-120.322963567497909
-110.34444134400962
-100.361701532149685
-90.392903893389219
-80.443079489513923
-70.557973963526296
-60.62000411950707
-50.655884824031759
-40.674426223008845
-30.61339926071097
-20.601777904723515
-10.611792845469604
00.590071785142166
10.599505401001557
20.613198371966922
30.6191171217729
40.641989236394626
50.729782314586477
60.750752095835524
70.747490781603665
80.745999467145572
90.677899709507638
100.640189848574878
110.619973660632641
120.574212003877465
130.565449082830950
140.566428724925392
150.541749620486929
160.523477063611138
170.572871937300082