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 series1.1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.0689485862049452
-130.0322775208544003
-120.0656479981416886
-110.126350131783844
-100.181999470363381
-90.196962950800520
-80.215278990485464
-70.229147301731879
-60.299625536932713
-50.311138125179651
-40.371486738300194
-30.465853651255045
-20.523105980398016
-10.532962912168517
00.590726393719041
10.583548553934873
20.603837126305412
30.57623827403245
40.540130817680004
50.494271515508608
60.441383613047432
70.413525948522432
80.42983989933627
90.449352306106477
100.430940411208293
110.373194323363442
120.29081496179521
130.296642996787751
140.289012884039554