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])
-15-0.0536541824943078
-140.0356618710749277
-130.159690672502932
-120.225753501964645
-110.186081466292685
-100.15161997426692
-90.138539256482399
-80.119833436528225
-70.125058578582618
-60.151056530114524
-50.172914200802424
-40.218339278730781
-30.305928141128964
-20.458626357452245
-10.646701186513884
00.745653685603261
10.62482424774063
20.49760913970862
30.423084991249948
40.388310313498021
50.378419755934575
60.378823388320219
70.376338168003039
80.372521545656294
90.389152124812931
100.445745166358638
110.546354040738312
120.604140162129084
130.503634292666874
140.367092025887144
150.254963012626536