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])
-210.0109715038246957
-200.0195138917976026
-19-0.0113120714761499
-18-0.0234020803799428
-170.00358168872997273
-160.0391500850538094
-150.0713733515843115
-140.065001714969422
-13-0.0158951510661438
-12-0.0601696862224505
-11-0.0623728106620963
-10-0.0493312280898401
-9-0.00783765782714867
-80.0229235813483514
-70.0291220491635631
-60.0508107485247371
-50.0570711879718172
-40.0541584866275704
-30.0451062231622238
-20.0360319755985632
-10.0814047963138499
00.148599685748581
10.22195479789855
20.248419027584322
30.21886290708788
40.161161968357004
50.144432826771989
60.187628177026935
70.211373006500112
80.206414639362077
90.169495305304944
100.138341994508775
110.126213973053166
120.136836775794764
130.112357564763033
140.0542961260206896
150.0191553273374102
160.013453219848239
17-0.00815264794379489
18-0.000828260153060675
190.00901971111845288
20-0.0174815304439747
21-0.0443723199823588