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])
-140.253374099543128
-130.252573803563213
-12-0.18608058438883
-11-0.273936606301588
-100.0123378963570272
-90.166932326163504
-80.0754808568703917
-7-0.180315707219784
-6-0.211537057985253
-5-0.0784133139536596
-40.147605570550501
-3-0.045487411211361
-2-0.135306904388568
-10.22634449512344
00.679412056752977
1-0.204242203207545
2-0.328696074123389
3-0.158909751266805
40.0955098329755753
50.0876912550933638
6-0.098752208600085
7-0.129418452104976
80.0868536904281093
90.0502460338762494
10-0.0606930348297513
11-0.111733480156652
120.113081037358127
130.222739240194312
14-0.0103175413096921