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])
-140.00748446402514207
-13-0.00692080252465253
-120.100277707635693
-110.0818645151037225
-10-0.00913266729421667
-9-0.161325025166076
-8-0.104200071153081
-7-0.154987398388268
-60.0853523113657397
-50.10837987261277
-4-0.18133838589917
-3-0.0909596550011024
-2-0.0905536085673277
-10.0436796382742873
00.224999260475039
10.282693129824081
20.141976649904931
30.0796038647182705
4-0.161037565306306
5-0.13993440896907
6-0.00349004790582736
70.0225517138551388
8-0.0762196440715231
9-0.0764200403706318
10-0.133633559040162
11-0.189806818269375
120.0845972601413822
13-0.00326713516861647
140.12949353662112