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])
-14-0.0286374724044179
-130.0793061092974889
-12-0.0971785173128788
-11-0.0317701461604518
-10-0.195935377151792
-90.227401380229134
-80.20191258911144
-7-0.0413298434885224
-6-0.311625002954592
-50.102638686031239
-40.0287879431929039
-30.0564057358923686
-2-0.0613120440488549
-1-0.0510079965436991
00.0225578122483542
10.00659350189121283
2-0.0625606314426752
3-0.289120015557515
40.129590565454
50.0841595926026982
6-0.149558359236711
7-0.104258648137068
80.0819649601450986
90.032538507633572
10-0.0531802184583327
11-0.0269422749043464
120.054233513977735
130.0819697624043056
140.172052141362305