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])
-70.102867876818208
-6-0.0991213011102147
-50.222435174728922
-40.0672545159061663
-3-0.29581234744265
-20.127801407793858
-1-0.146784986567074
0-0.319224963669925
1-0.164445425220367
20.025404290302528
3-0.494171943105262
4-0.0219557693162857
50.468828935081972
6-0.483684316681027
7-0.000559897187588611