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])
-160.477371768678956
-150.501130888436213
-140.517836417842789
-130.537625633150106
-120.55930423868451
-110.585066306703481
-100.602087376035606
-90.620474251526346
-80.63621577221826
-70.658189325821267
-60.673814874642382
-50.688949118994303
-40.703548528297092
-30.698522351794462
-20.690072549046823
-10.687276751343563
00.68201209714473
10.62686995373318
20.573772000532124
30.517996442050407
40.45920759200244
50.396443931215088
60.331618344781629
70.26959171349168
80.20616805923057
90.142406246612811
100.070458361394234
110.0136730506921101
12-0.0363654306752818
13-0.0768598658758853
14-0.101322786302566
15-0.116433221319894
16-0.134229446531611