Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.0845795924108032
-130.0385195861113345
-120.12539036144944
-11-0.116118578110739
-10-0.120187930312325
-9-0.0225716738788804
-80.0878133857899931
-70.0666278219708945
-60.135234013666031
-5-0.0860690466843367
-4-0.078217203574045
-30.118623864297025
-2-0.114846471084961
-1-0.039814864485487
00.333656757777166
1-0.0692350620900294
20.0121580064922684
3-0.19972126647406
40.0978938491869751
5-0.125879276900149
60.123258133971989
7-0.0443541316321144
8-0.167590021109664
90.158132866983964
10-0.062167800835709
11-0.000297056686165188
12-0.0677001919736813
130.0897315100084608
14-0.0761581975574583