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])
-140.0354825086594146
-13-0.0378904480146166
-12-0.233216460972037
-110.0703530378403039
-10-0.0368602313045366
-9-0.20560357786813
-8-0.0054985894854423
-70.0936882151420579
-60.14410117791323
-50.100300053729139
-4-0.301155408909616
-30.0702546290799381
-20.320572687439304
-10.230396434932803
00.335659980512895
1-0.14294179970517
2-0.28017589130912
3-0.106425999061914
4-0.118890083617002
50.147646968560162
60.1351090774348
7-0.216975940237909
8-0.0971909519563301
9-0.164456414940155
10-0.121614776169631
110.291637436617981
12-0.00227570258346045
130.0276866896741817
140.0391236327929513