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])
-70.175597264449887
-60.012477774574506
-5-0.317799073856717
-40.24248822083631
-30.0560779522490545
-2-0.652606018765919
-10.00820779847732898
00.508027109263754
1-0.57763132131455
2-0.0528244465630144
30.640644483101006
4-0.431487687675556
50.0891012350549633
60.351914862261997
7-0.134378188722686