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])
-150.115945738256742
-140.248149663185753
-130.421445500705246
-120.538082220474887
-110.445237598776227
-100.281210899708371
-90.123781986788508
-80.0492809909954446
-70.0625889038122867
-60.0955759862057532
-50.109383766615398
-40.119204258207858
-30.194126619540689
-20.333632572979209
-10.526180187457516
00.652452816362272
10.519445607707204
20.304646544636253
30.106918484196167
4-0.0160119064726997
5-0.0662592187629319
6-0.100131381397642
7-0.158857333608134
8-0.226073577664128
9-0.206904778374564
10-0.108162651234845
110.0512482541683702
120.159119431695256
130.0634244841212629
14-0.0989469743700575
15-0.245373472285722