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])
-170.572871937300082
-160.523477063611138
-150.541749620486929
-140.566428724925392
-130.565449082830950
-120.574212003877465
-110.619973660632641
-100.640189848574878
-90.677899709507638
-80.745999467145572
-70.747490781603665
-60.750752095835524
-50.729782314586477
-40.641989236394626
-30.6191171217729
-20.613198371966922
-10.599505401001557
00.590071785142166
10.611792845469604
20.601777904723515
30.61339926071097
40.674426223008845
50.655884824031759
60.62000411950707
70.557973963526296
80.443079489513923
90.392903893389219
100.361701532149685
110.34444134400962
120.322963567497909
130.33052724254513
140.316346378687485
150.302366029668913
160.344291368290804
170.311820181539960