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])
-140.310138537947843
-130.33013921180692
-120.365801931612483
-110.397735039881597
-100.464299584884025
-90.521011054722271
-80.525175574177947
-70.540510952678206
-60.539502009150011
-50.543851851906106
-40.576132779399568
-30.600684134507634
-20.614922367254257
-10.63693113440332
00.640663763077334
10.616409243401526
20.604535751875823
30.556381048553595
40.504950815549894
50.43807249354311
60.369671816184389
70.340614002898163
80.288314102526747
90.248178171384044
100.229255395107486
110.174137944266531
120.151214332224157
130.147026587702506
140.136973639105249