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])
-140.133659548045157
-13-0.156257281161421
-12-0.225217847919897
-110.213768217724791
-10-0.0240549321965426
-9-0.127790548087516
-80.0107303505888886
-70.167909756977182
-60.0958655712971336
-50.0191033061269127
-4-0.306063706098383
-30.00476449641597986
-20.238017589327079
-10.333030478042249
00.252362612327293
1-0.214333261561789
2-0.259647145778267
3-0.0968666418466403
40.00464059611795764
50.0280833365764851
60.132911760405766
7-0.0134488473932809
8-0.0528045526765511
9-0.183894357372463
10-0.029556982598979
110.232113137071774
120.150841120346109
13-0.0893394246260891
14-0.015204649846669