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])
-14-0.0192558055922425
-130.0702543443229074
-12-0.0421382925315627
-110.0384307695220844
-10-0.060762628634984
-90.0388600783222732
-80.0167558195819783
-7-0.199500715276333
-60.159695750558701
-50.0981216525376349
-40.0122524301925872
-30.0875359173736446
-2-0.228061791939298
-10.0285289661285291
00.153281671305104
1-0.0725260515689944
20.226943011170832
3-0.132881079934113
4-0.173277715168307
50.127781723548199
60.125092579354444
7-0.0149891748616861
80.0453708283749644
9-0.13012692321465
10-0.116516918420044
110.0263736030371417
12-0.0246118201231198
130.0781106840598353
140.0702991181666985