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])
-140.072377773720809
-13-0.130095009562664
-120.0270128271100998
-110.236093725157112
-100.0209285128831255
-9-0.141948476122943
-8-0.0965321044946184
-70.127132193904925
-60.100586599812014
-5-0.0127717704462629
-4-0.23482279257891
-3-0.0652421852051604
-20.183453607840085
-10.306648114681912
00.287809661443285
1-0.159906092274133
2-0.0233212454884449
3-0.186770521476258
4-0.152193074274978
50.15654656933765
60.18342642604506
7-0.052137621430617
8-0.0972579318861
9-0.268041884672043
100.0244812469572197
110.294761589181737
120.0903890188189412
13-0.0542746982340785
14-0.299131246392802