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])
-150.137143521771456
-140.176068767736975
-130.200510899426015
-120.226057956606484
-110.259589980867212
-100.288758905985735
-90.308524616339847
-80.336116870607612
-70.373445999583314
-60.410508930853548
-50.458258490032555
-40.513366016737267
-30.570634824138749
-20.627230457666842
-10.692911436892264
00.758774406057424
10.71598475423977
20.69213006076814
30.681166415266771
40.660731018756951
50.641785108747934
60.625481750854492
70.612043925435201
80.599033645733143
90.58500069809731
100.566406827636244
110.549087558707519
120.532315872568207
130.5360697276454
140.538657084094766
150.529659980619269