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])
-160.290667926846007
-150.348452608010461
-140.401455019196863
-130.455407204633671
-120.505930465610967
-110.555822773316329
-100.61143399705338
-90.661381591738072
-80.70650630596006
-70.751597604337248
-60.793767570795849
-50.832860265677843
-40.8711503544984
-30.90810222223632
-20.9420082712898
-10.972663069726136
00.997991167946192
10.97052055448084
20.936214790638355
30.900673779887743
40.86250917072187
50.82315581779459
60.782844201607607
70.740046254837308
80.696928545556026
90.653464227723602
100.606360895290632
110.55549095633606
120.509695603722267
130.464418726433781
140.415745046161139
150.368829390640196
160.317938172099804