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])
-140.12714680056775
-130.189548239628262
-120.577350767190305
-110.296952153838728
-100.189317609978108
-90.378257236134395
-80.422911250405582
-70.318237661332049
-60.556151395871908
-50.469285772643241
-40.527396182650969
-30.479595618382231
-20.37325221912205
-10.498582158489221
00.997620921990233
10.500549477405472
20.368685927838851
30.469189377790298
40.517161266052008
50.453543861374561
60.546714989482894
70.31060856156539
80.417790453364373
90.369691427554442
100.17158984320853
110.282103586151878
120.564320060949563
130.186400800603103
140.124439033917544