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])
-150.101900686078937
-140.123703546869493
-130.149816374495634
-120.191165122814493
-110.236490746405138
-100.303493787758301
-90.376573609668446
-80.462204461294452
-70.540654867161818
-60.614395496608498
-50.685198820731967
-40.755728791714871
-30.811611794362702
-20.855584806528599
-10.894604471641781
00.925639649968958
10.895511841066662
20.843490355240527
30.774560619683466
40.708487989099123
50.642055605753385
60.584099814209134
70.529151340726499
80.478334832652891
90.432103031804737
100.385319690978655
110.3462698315173
120.323198071127295
130.298634172378452
140.276856823969662
150.257898106041121