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])
-160.283528760640022
-150.321947228505143
-140.424832800665222
-130.545039209943355
-120.652936851593391
-110.652659531991881
-100.605938093631982
-90.560855589645954
-80.546563528746235
-70.574359796541302
-60.594492414260912
-50.555468145624588
-40.510440331590757
-30.504046558303334
-20.619408496332111
-10.755381489570729
00.877149208774455
10.769334484148716
20.624277666269555
30.48645756400032
40.453269925433939
50.460863349285659
60.458115079596329
70.382087566540471
80.30257577427213
90.265325201515193
100.320784682882397
110.394471796058903
120.462405879102798
130.388597719590891
140.28222257564231
150.172583676482036
160.129805890169298