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])
-140.113692523526232
-130.173364046529449
-120.233035569532667
-110.287212377950411
-100.346336915791274
-90.403969675916624
-80.435695229715898
-70.470404338946199
-60.518067051339537
-50.565729763732875
-40.616376031557239
-30.68044829882122
-20.7445205660852
-10.817543499642259
00.872665100613162
10.846931520637864
20.81821438523154
30.786513694394191
40.74884589269479
50.689820806701628
60.659611893579791
70.633405917327915
80.60334618197763
90.590168397774566
100.558616884708768
110.525573593927457
120.491038525430633
130.455011679218296
140.418984833005959