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 series1
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 series1
krho(Y[t],X[t+k])
-15-0.105756403813657
-14-0.113051932572491
-130.250902996298426
-120.458096316618576
-11-0.0219393314391694
-10-0.125402623494884
-9-0.131836015494117
-8-0.124750025431873
-7-0.0321185153983197
-60.031376364397252
-5-0.0136304631210843
-4-0.143949315238338
-3-0.256951791315377
-2-0.153690853483255
-10.377629966081509
00.770735894136401
10.0495887251719606
2-0.218392421172986
3-0.168378015975973
4-0.102273983502925
5-0.0111590044102310
60.0115220732709637
70.0247178504783098
8-0.120644099114278
9-0.221246781937633
10-0.185159477644658
110.191972963681832
120.693400380087153
130.162686648490606
14-0.108845423632943
15-0.138325416025796