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])
-14-0.0804947621775428
-130.0148421290583979
-120.0694141943146918
-110.00282940850306439
-10-0.0870393548629173
-9-0.136720319597188
-8-0.0479028106538675
-7-0.00551978074233106
-60.0926702129748263
-5-0.0101913170668097
-4-0.204911904639221
-3-0.138430898451901
-20.329167896457492
-10.12351130588093
00.139420485347424
1-0.0869931989934766
2-0.0612943943697815
3-0.0188642608296783
4-0.250435460782947
5-0.22050197360796
60.155010933419813
70.145120087587946
8-0.237421590670751
9-0.239284158497318
10-0.0224993593658335
110.0503661945824351
120.14491319177072
130.0908503890848461
140.129576458816385