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])
-140.476781790478242
-130.591803573703924
-120.629645159370004
-110.527077078232284
-100.411947431990722
-90.389419264448319
-80.403268934505981
-70.466764697077327
-60.505695811912516
-50.503482311210285
-40.515584044093945
-30.579877953691879
-20.675416290445703
-10.744534189118732
00.714331672197013
10.509105037354381
20.311980848542282
30.215154881549559
40.126670108548864
50.0895530681675343
60.0503831081649686
7-0.0332286049124206
8-0.092112067874883
9-0.0887170512881217
10-0.0364424240600659
11-0.0171041301878307
12-0.063113304016504
13-0.213853746374075
14-0.335452355366604