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])
-70.12491407265203
-6-0.00719351696044241
-50.0838319252088612
-40.151348618936419
-3-0.310776683442121
-20.0432262435721282
-1-0.186746678204376
00.205822061212804
1-0.579460590796954
2-0.144408224435645
30.296698607817596
4-0.381315957129254
50.217203265925121
6-0.0786819998713336
70.0482086613995808