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])
-170.510551338276896
-160.552685313139875
-150.590852201350441
-140.625125145301863
-130.652534391644605
-120.674918216886265
-110.693777567578099
-100.708378819310337
-90.719553843543682
-80.72208106593207
-70.723179061932862
-60.721918018956564
-50.719190631210772
-40.711318207072968
-30.699600949652282
-20.683129333034759
-10.656713223898862
00.615794096477654
10.564879524093758
20.506881082324737
30.450718846592548
40.408738362503416
50.388045317076134
60.380015532117937
70.385462116784928
80.395667343958972
90.404221090572123
100.406297602609595
110.40527112636616
120.400710506234783
130.397159029076456
140.395406528435647
150.391057941837555
160.38531464715224
170.376246609532751