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])
-150.443954840364701
-140.434349039663161
-130.426370315468562
-120.43682153179931
-110.456525396941979
-100.475454109958816
-90.484845196967309
-80.466370785624817
-70.493894453340418
-60.523534311124788
-50.541380075416305
-40.550926475881321
-30.575271524576133
-20.579776782804271
-10.588130206104381
00.589278004873752
10.587323212951014
20.570996796356619
30.527416582929067
40.465116852520214
50.396379750817157
60.343930042275666
70.298233815673943
80.230962108815798
90.16119265024228
100.0870823751430146
110.0209427937082685
12-0.0429072409522510
13-0.0146866448710747
14-0.0256052167281700
15-0.071493550862676