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])
-160.580086884296583
-150.580017024423663
-140.504209321513071
-130.45475727924872
-120.466092837540858
-110.556219913170935
-100.666201504710004
-90.697176593633713
-80.660070874449004
-70.583154509393333
-60.45312030384054
-50.416603139506121
-40.493008533289075
-30.546134199578636
-20.519664582832478
-10.459305552670744
00.372580305078003
10.205562249961928
20.120893895226068
30.150755585642068
40.138951012119518
50.0933756037245823
60.0504195813757101
7-0.0283381255530779
8-0.136543409552155
9-0.19630561218524
10-0.183087534229423
11-0.136919519897529
12-0.115599858233531
13-0.129104803231496
14-0.144648887894824
15-0.188074338295871
16-0.231248821288643