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])
-160.056074115854658
-150.214456928477660
-140.0248087215357243
-130.0749940161699108
-120.497810213593219
-110.335138545857418
-100.116090207043758
-90.238858538905813
-80.172164131070231
-70.217677348215292
-60.565271836895404
-50.402247844725945
-40.281273624740643
-30.470139650216314
-20.219536690518188
-10.290429279956685
00.787824969847527
10.559747576297942
20.329066135540234
30.392521844180755
40.232489554051262
50.250059729487042
60.518707014237347
70.288981258777811
80.161339157735355
90.269434523134050
10-0.0239107778818096
11-0.00425187920972036
120.356211095811607
130.196456534800881
140.0411726861040632
150.0997306402386026
16-0.0341971126376968