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])
-140.711781315191598
-130.680662795683996
-120.677428233727552
-110.657716821941174
-100.629754122000404
-90.622930212576089
-80.581446336016119
-70.54595728591115
-60.524755786965863
-50.498772126282789
-40.466179034088462
-30.453109900680139
-20.4269539826421
-10.444539056510089
00.475424234973302
10.424750500840196
20.388381221668915
30.358871931469044
40.318482433051594
50.282820309597619
60.235546436735348
70.186492395549319
80.141665889828612
90.100357688778009
100.0481091419454759
110.0101875779306086
12-0.0349517554217111
13-0.0763818452948224
14-0.0901349227726483