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])
-140.165787475707224
-130.202272092338571
-120.2621089289562
-110.323487216108436
-100.386007423417741
-90.423620736978534
-80.437619255033057
-70.457674955856226
-60.474103714245027
-50.525676978113102
-40.548576617391970
-30.530756271714982
-20.480393562852129
-10.447576188015532
00.408947204637615
10.392281372667817
20.362635053751269
30.345461072034156
40.348464791156994
50.350412541102325
60.342436258714868
70.314533516812342
80.280825777982308
90.261053432036823
100.239919093645933
110.222260575087979
120.193266916906365
130.137619954413439
140.0740239430851884