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])
-140.0747356063222318
-130.0301587178480696
-12-0.192981668380009
-11-0.0367279435179461
-10-0.0701286168914093
-90.313232623986386
-80.0157832045315216
-70.176132031109872
-6-0.217552278677729
-5-0.111463549840178
-40.0189398454378259
-3-0.0830537816834391
-2-0.0389887809238127
-10.0737544882027048
00.17079986741679
1-0.04116430371059
2-0.188459993568276
3-0.155997781004795
40.0293482289667211
50.143883105094114
6-0.135906188209264
7-0.097813210785889
80.0743090332267853
90.00900069231392174
10-0.116113196580545
11-0.0203475366527994
120.19050754442642
130.0665027455801138
14-0.0306279482530608