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])
-14-0.0321317892912494
-130.043237342869834
-120.127628366729952
-11-0.00306679591860698
-10-0.20242839823256
-9-0.262541959113967
-8-0.0714119176910883
-7-0.0116321075745921
-60.0913030134472439
-5-0.0429349554302663
-4-0.0196601817113948
-3-0.0684971901666772
-20.224380101949835
-10.244386592251628
00.27365538476226
10.173676663252891
2-0.0291019171281764
3-0.143901621687958
4-0.225480817220559
5-0.223951074150763
60.00165750801068803
70.111904782163127
8-0.235228938588506
9-0.207520440275346
10-0.0103858839677623
110.07234413318402
120.212503023063147
130.104970863238958
140.174842166906844