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])
-150.479296310598718
-140.486327952693519
-130.496500068688681
-120.507043189088047
-110.534562373686748
-100.557886857081597
-90.578606471525812
-80.600282336758324
-70.621502284606799
-60.632830523481254
-50.641097976021039
-40.648940863661648
-30.679968454868763
-20.703848985880835
-10.710740389158211
00.707758831400152
10.640294250834775
20.573109794835723
30.515684364659663
40.46406846519212
50.419805147106986
60.37752964011445
70.337944797723690
80.298258483439355
90.263943612439923
100.240518080833728
110.216914885146647
120.18606665274933
130.159684913705043
140.126064669718199
150.0969439309913067