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 series1
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])
-130.231619014096905
-120.239359508664909
-110.227548858241707
-100.253252850814229
-90.326484954414215
-80.42516433502458
-70.471701142377955
-60.517969959499229
-50.391470244036807
-40.32477172494983
-30.257401929359141
-20.169365143364226
-10.0085883497489205
0-0.154091781611924
1-0.191401919440239
2-0.107003903082245
3-0.173423330723622
4-0.210591754623375
5-0.20372443987958
6-0.280124552281583
7-0.234361881113238
8-0.203736061462460
9-0.165535224707385
10-0.128336619383434
11-0.0726952558534764
12-0.1279440874124
13-0.0667424035715866