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])
-160.648125521542679
-150.653435490391013
-140.690002866383533
-130.742996422533888
-120.789903619928177
-110.808480604857898
-100.811988471057312
-90.807048237599557
-80.800230989769743
-70.780134605789218
-60.745149493196687
-50.700728081842992
-40.650597116417049
-30.614287144895535
-20.617223512666824
-10.632632663921242
00.635343035919897
10.609907203109746
20.57031067770306
30.527377096143498
40.484431022349957
50.431035290923549
60.367403487058717
70.311266715644
80.2611790565422
90.220485628592682
100.190198488909878
110.168082452265697
120.138864286217381
130.0979710569803086
140.0560571621981062
150.019476029536622
16-0.0177531123553677