Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-160.0266426414991037
-150.0555329627382918
-140.00609908734674021
-130.0272882585261464
-12-0.0144046881379590
-11-0.043965141164494
-100.0125952213018865
-90.066363121298243
-80.0434377500380908
-7-0.0155111826587287
-6-0.100698124546831
-5-0.0627860014814108
-4-0.034070706379945
-3-0.0184107700058582
-20.0272343260534759
-10.0185894964847585
0-0.0228409109727632
10.0149298590596553
2-0.0143821160567725
3-0.0741247719362865
4-0.214451052769865
5-0.117155484444791
6-0.0416347587990799
70.135798913402219
80.0381869659064212
90.0160749296372065
10-0.0768351793406874
11-0.0699724340833246
12-0.0557585910416239
130.0930583076420755
140.062465459426861
15-0.0233958696409431
160.0238342675620139