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])
-140.156359234820999
-130.204859103550727
-120.251622186823476
-110.305120707485673
-100.352804772487549
-90.397808146892784
-80.447055049118759
-70.494300872448649
-60.542090115451802
-50.58885994090412
-40.63930695109338
-30.689791717488226
-20.761495471422684
-10.833992105674459
00.911397046652479
10.838924684247152
20.77942562376853
30.749791721908827
40.72042211348823
50.695417392120614
60.668638129090433
70.639729685752357
80.611878416170702
90.588543058464376
100.555051281455281
110.518576764204853
120.480063411852754
130.439496391603933
140.396475217991989