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])
-150.168100709180392
-140.178333199837999
-130.188082527388659
-120.199191164844647
-110.191819640794073
-100.177884875429466
-90.199630547245031
-80.229856393454751
-70.276623957404643
-60.341605281285007
-50.39697711974214
-40.454828478458715
-30.529632739956817
-20.576292750475369
-10.627331840317653
00.675883136559623
10.660371427091372
20.628305589871641
30.598655568186636
40.567702495314236
50.545464559716767
60.523028891272448
70.46753295270223
80.412725356092591
90.359204263988601
100.275640189174858
110.205240654357193
120.129465929974765
130.123138456208906
140.044933851612269
15-0.0236836055814924