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])
-140.124136035054624
-130.0794594846661588
-120.0961387548735791
-11-0.0304360463516121
-100.0108362741441395
-9-0.205122745258631
-8-0.0833363143744791
-70.00704352324022379
-6-0.0299059514712282
-5-0.139314732155657
-4-0.13403631427326
-3-0.209061260233581
-2-0.0775929901618447
-10.0871535882630129
00.057908864382633
10.0604664674254391
20.0427772211876593
3-0.054203626874805
4-0.0910725947572029
50.121705580595929
60.0663105625580584
7-0.116904914416664
8-0.126465237750497
9-0.124110344308833
10-0.152458364992565
110.0426153145357136
12-0.240102000796936
13-0.119821913133199
14-0.00699296605064719