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])
-150.162078628309618
-140.20467548933218
-130.256606938451275
-120.30853838757037
-110.365511666679876
-100.41804813539782
-90.469547427660594
-80.521939844093098
-70.568037175651859
-60.61309733075545
-50.658157485859041
-40.705291993872973
-30.752210423458744
-20.799128853044515
-10.852270341361309
00.892965712216058
10.87684566125743
20.85865125738846
30.838382500609149
40.813965038009157
50.77302477826916
60.75379319794502
70.73352444116571
80.694658534336053
90.673352601101572
100.636561047182256
110.595620787442258
120.557792057067772
130.518926150238115
140.480060243408458
150.454605604353296