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])
-140.0886087918645231
-130.206209282419664
-120.195592820419019
-11-0.178308421358635
-10-0.131586770209632
-90.0596580636013079
-80.0705715612006201
-7-0.0210024653471512
-60.192427854902184
-5-0.0605081999699075
-4-0.0476486070689818
-3-0.251645486408916
-2-0.117615854465417
-10.0797540582421812
00.425293521650529
10.0695729070326868
2-0.0969872442683123
3-0.1982610195036
40.086242749682035
50.103393994853361
6-0.0935252431528102
70.124667889282053
80.0195838642983434
9-0.088040327184315
10-0.083364577157017
110.08041982768747
12-0.0788271023222021
130.124596191034099
140.0702335551745503