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])
-170.391976183063338
-160.433066949762332
-150.474412473636239
-140.515515476420562
-130.548572716671301
-120.571930298731566
-110.590992834818795
-100.605596107414318
-90.61921797796217
-80.637036036736538
-70.665785203910422
-60.69120725831845
-50.715246829942505
-40.743824069743526
-30.778005452465515
-20.809536038289156
-10.83837168984565
00.854281796226088
10.829973551314203
20.784398914631934
30.731347267509663
40.675133183009624
50.607889233920757
60.539139368042909
70.475885889379895
80.41708615181214
90.358354138317626
100.307942376664822
110.261578513965555
120.221134391316744
130.18596777221296
140.164520984068516
150.148001171698494
160.135324701279730
170.124142998745491