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])
-140.451639176144833
-130.48297890449865
-120.486246024395404
-110.469354991710307
-100.483291591416573
-90.464457979960865
-80.489031964027437
-70.490105758292446
-60.447281428792358
-50.413549984074058
-40.430965031316067
-30.425846005863004
-20.44071596904942
-10.435459707454297
00.468798164539482
10.443540191616657
20.458114980985264
30.38580786125907
40.388243622713305
50.350724933616581
60.281444168244365
70.209181345081264
80.159783092673745
90.0899196418412456
100.0524645848132857
11-0.0277728615500012
12-0.0934763037948454
13-0.123202554364454
14-0.120403652989296