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])
-140.230970705829976
-130.293191893535562
-120.35770471711371
-110.427900797655811
-100.497455220153595
-90.564901337648622
-80.62492255491655
-70.680910493048767
-60.737540089225303
-50.790319737135934
-40.839655383706658
-30.884826800520384
-20.92343759120752
-10.95064258278036
00.972570264315245
10.92386318072671
20.868556185825195
30.809399242657777
40.752219653871827
50.698575731860687
60.645809179012184
70.593317622468389
80.537801106572813
90.480542947414089
100.422053852415246
110.363800468534724
120.303347114216543
130.246154430368464
140.194383102241760