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])
-150.266691281592530
-140.264323665940250
-130.287817403008473
-120.318648079583041
-110.327398674905994
-100.320044221548525
-90.294022437095761
-80.277243346587638
-70.298993926877894
-60.34988882853242
-50.361933153091868
-40.326465136110503
-30.330843549518505
-20.345497220317238
-10.397507859463284
00.485336747850773
10.431542724426388
20.401474730557845
30.323659380546206
40.325823376259886
50.290444403376376
60.291218620716424
70.248231278469283
80.191316416905855
90.0979403257471236
100.137964904595378
110.141237971605064
120.096151358162152
130.0555525908211754
140.0241811692751931
15-0.0487074302092521