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])
-70.206271901648393
-60.140643857594882
-50.0821900788523278
-40.136420931186463
-30.245596922663593
-2-0.0750864572916978
-1-0.154136813907283
0-0.2482892344816
1-0.374874985761467
2-0.00604396530572938
3-0.506994497483593
4-0.10993737411954
50.268516894991814
6-0.409404081060043
70.228140067027305