Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0.6
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 series0.9
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-160.319031613893005
-150.374908830793322
-140.426496659265706
-130.478744692973941
-120.5278640049764
-110.57623894074026
-100.629501882860105
-90.677729447328674
-80.721466475698734
-70.764898912668919
-60.805203454320882
-50.842432604821608
-40.878955413464269
-30.913979243037946
-20.946023256512271
-10.974885526860873
00.998524314989452
10.970545676486246
20.935844415161084
30.899843615015843
40.861476995732883
50.821917600446748
60.781556221183869
70.738958996204407
80.695890988125731
90.652249710873843
100.605199751894239
110.554687670356904
120.508942125054212
130.463737297623657
140.415373582968123
150.368753292570903
160.318286602012781