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])
-14-0.0155174657067508
-130.0350419483580086
-120.0766438489017833
-110.112287930900743
-100.142807653823877
-90.180569128521430
-80.218665331631546
-70.264859257410718
-60.315250651135354
-50.371931823471846
-40.432856462459734
-30.499788557608947
-20.578061336840118
-10.64557372780114
00.720099435806307
10.686201863963104
20.635788869182475
30.591016163972071
40.543987334202245
50.513853468054545
60.483635759301297
70.456257457548073
80.431573476322734
90.424639447339422
100.416719933574907
110.423112145978759
120.427595853789111
130.421244023534149
140.396466995853214