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])
-14-0.00443807611541459
-13-0.0759179734245337
-12-0.0489826008009708
-11-0.197323307707946
-10-0.238327008788028
-9-0.202027288526424
-8-0.165230087296549
-7-0.124147599637782
-6-0.102137654394931
-50.00385695475244994
-40.0669785808952776
-30.180982267836991
-20.503779814546494
-10.281819240232016
00.0861629721148628
1-0.145712611746539
2-0.057142779997996
3-0.120831388126721
4-0.331084839609819
5-0.239974562769627
60.0171004862133554
70.0122719241173311
8-0.134033275253178
9-0.0968521301425311
100.21234319513757
110.330707015757926
120.192906546175872
130.135482174504235
140.070105423236856