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])
-140.13849892687745
-130.135649007360213
-120.0660726351934206
-11-0.0378308385169878
-10-0.106027116620444
-9-0.0323365812599577
-80.0371479531455995
-7-0.176615389257363
-60.0910112213843164
-50.0440640106052424
-4-0.076992060749487
-3-0.389705956868156
-2-0.0132271652627074
-10.226381345267751
00.257551839724499
10.093016064988534
2-0.0224496986065888
3-0.217478980265791
40.161895649737513
50.152587597744408
60.0108124219260032
7-0.0363058261515186
80.00902032175950982
9-0.0684819019663814
10-0.269951622587819
11-0.0689815330894328
120.0215591250870855
130.0994379678888688
14-0.130422259178341