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])
-160.230142633249512
-150.256478322764938
-140.282396958542866
-130.286595498412726
-120.278932540204773
-110.273754886811184
-100.285073789345158
-90.306001275035942
-80.335460415006584
-70.380703953836955
-60.432936949174781
-50.482743741741882
-40.547810370380937
-30.621654637042729
-20.688561866160221
-10.747564748242246
00.80608368042687
10.72167893015031
20.64195833833691
30.554698228219299
40.470606210269613
50.404787646530355
60.359439590224222
70.316102160818641
80.27830097842171
90.255180213235065
100.250396764679693
110.243301585878587
120.246629185502604
130.253293328870881
140.252040273450176
150.236754403967627
160.224088571888619