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)1
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])
-220.04780686812062
-21-0.103955849894362
-20-0.0179581873680088
-190.0267031285767966
-18-0.00363055257096715
-170.0496123520048934
-16-0.079340077798884
-150.00436155691177215
-140.0405376662320892
-13-0.00154209395284212
-120.103511930744473
-11-0.0127223280677967
-10-0.0260460113028471
-90.0110132502387923
-80.017286738243917
-7-0.000829021122020023
-6-0.027190156987066
-50.0037986870240988
-40.0248473152230867
-30.0774419510570037
-20.460320086392228
-10.0998363035155033
0-0.0797986780766265
1-0.0188030692838735
20.0174889380254246
3-0.0249199879500393
40.0164616858751900
5-0.0308035089824870
60.0866480320293098
7-0.0430240016136555
8-0.0104262321102405
90.0836936194973023
10-0.0091577336698041
11-0.0614155079686347
12-0.0744946676235057
13-0.064685634537089
140.0316235327095051
150.0653422996835213
16-0.0590867711449469
170.0937402201333183
18-0.0287016170909336
19-0.0295281751135217
200.0563390287356663
21-0.0520094231223028
220.0175773940743573