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])
-14-0.00602033155068982
-130.0201852971116147
-120.0410261737098468
-110.0550113320211432
-10-0.00100735576344569
-9-0.0817525681802817
-80.00506944244648017
-7-0.0937408279149888
-60.0835979976960234
-50.0446199462638555
-4-0.126742614859687
-3-0.204491922347336
-2-0.166534753510631
-10.00152327595244024
00.103754209497321
10.0892387783991048
20.0931980375654943
30.0437950192291114
4-0.129976733592252
5-0.0968497448070199
60.0778399713413946
7-0.000594459702026619
8-0.0866772918745277
9-0.0820756392612588
10-0.20654633617479
11-0.135656495689152
12-0.0280050512203121
13-0.0593699342021435
140.0719318128802455