Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-170.025785284599939
-160.091394327199122
-150.106961969849184
-140.169311873420538
-130.13340114193832
-120.0912338916692098
-110.107059967996525
-100.0770012165469527
-90.216103761012581
-80.0443208094653134
-70.0749417381583825
-60.0359283264411646
-50.131316867328351
-40.123828761759968
-30.127738582617122
-20.256034045865606
-10.36301139628959
00.211650722570431
10.102002913480296
20.0941893884380982
3-0.0658462938070174
4-0.206728440190674
5-0.114075682489744
6-0.047140699561343
7-0.111829198641799
8-0.0834876532173073
9-0.00516600897285145
100.0175669907347008
11-0.0373762310813965
12-0.0473066457489136
13-0.0554631386010157
140.0560463355008397
15-0.0910217150177488
160.00799701186600794
170.0778878478510805