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])
-140.0619672890229602
-130.190088949592502
-120.135043946132381
-11-0.0910910720841036
-10-0.0682230125006119
-90.111093680864605
-80.0482548810693446
-7-0.1811669777741
-60.128453026203845
-50.11125649056932
-4-0.0165970128395138
-3-0.272886303777575
-2-0.048948258870603
-10.158680084440471
00.215088858603619
10.0394574107898424
2-0.168843240831291
3-0.159789105840826
40.15827784869941
50.232446288534569
6-0.13641154765199
70.228019779974601
80.0423286078177052
9-0.0924912355446558
10-0.114911089588107
110.114137264638637
12-0.0230232076550439
130.180826035098343
14-0.154715189278579