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])
-140.0362572115630343
-13-0.100262824321634
-120.185157816861619
-110.0629772760988906
-10-0.153195142631713
-9-0.12358158985938
-8-0.109185671319481
-70.160821045712523
-60.175123984817193
-5-0.18831752826734
-4-0.0406820790446882
-3-0.102394993763674
-20.386299354926274
-10.231142107802427
00.074962086891064
1-0.252340624338547
20.053639597774639
3-0.039520233452343
40.00692339179241529
50.0932861878953698
60.125906870436125
7-0.0342188162522509
8-0.123886753133977
9-0.133540720477211
100.195519063669414
110.0582766490956609
120.0456266777283897
13-0.0696725901313859
14-0.190571286201602