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])
-140.0203776588920525
-130.156525079194211
-120.329472899264554
-110.0904614304509624
-100.156648232618145
-90.215850461916452
-80.230310306525836
-70.298026448470598
-60.34044272499436
-50.148421039686168
-40.0355506243097497
-30.110419642084083
-2-0.143768319454766
-1-0.0393943817474370
00.311426992229758
1-0.0586897619000212
2-0.0509799745969142
30.0981284869424913
4-0.0497391685777006
50.150784839652108
60.175303255278357
7-0.131010551913161
8-0.137573258797921
9-0.0692164570201386
10-0.30286520898071
11-0.146128692893362
120.0618117314308198
13-0.183361742128774
14-0.136900953977082