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])
-170.611896618414333
-160.635589427287293
-150.659157923059857
-140.68489749192771
-130.709591597824924
-120.73265261594754
-110.755016924434616
-100.777112695988149
-90.800049886889665
-80.821249730271362
-70.842542388521808
-60.859810525769683
-50.878047265799591
-40.895720063456507
-30.914965751676461
-20.93911322112513
-10.96146543926607
00.983253719161354
10.956075168431018
20.929821176292773
30.901132081636401
40.873037648664441
50.84583354536084
60.815448072967048
70.789072996911092
80.76250683867604
90.73627900995695
100.712231853372754
110.685321342690432
120.659725012368641
130.632654391732687
140.607084591475163
150.581107409517671
160.555927075794851
170.529504536050169