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])
-140.0523955755359781
-13-0.285810694764963
-12-0.26517457583629
-110.320206125233923
-10-0.0400482475245485
-90.0145910390137702
-8-0.0337101912002001
-7-0.028880149561139
-60.00980494383612601
-50.00145267469683638
-4-0.0766198416570045
-30.191496705624139
-20.192031387571378
-10.0973698958560172
0-0.11197558369026
1-0.252268151176834
2-0.131728704273796
30.0210788388362798
4-0.0272126254973756
5-0.0503455544932157
60.14657935293927
70.0201885160809078
80.0202674569467863
9-0.10096048451845
10-0.00295580644196628
110.195979244688663
120.079533329284273
13-0.148316865811957
14-0.110679976901821