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 series1
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 series1
krho(Y[t],X[t+k])
-150.168562074906242
-140.0501930121230554
-130.196908653313138
-120.411138616952376
-110.216441136149758
-100.243292977569008
-90.243312648130242
-80.215101665793102
-70.258351659336050
-60.311081989982139
-50.270155086795556
-40.254546427503312
-30.312529182466884
-20.279879005373652
-10.257090666453242
00.157248418093738
10.355740591286682
20.363525281714084
30.278963126992297
40.275674908718962
50.211017163810471
60.254873668414284
70.288843896043044
80.294503121106799
90.286087940506497
100.271250825233194
110.216736319938312
120.146894209934825
130.238426128847914
140.202865122413309
150.131347675682585