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 series1
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 series1
krho(Y[t],X[t+k])
-14-0.236779369026253
-130.00248499199265282
-120.357711131679627
-11-0.523461292239202
-100.338679374546194
-90.0382109391529011
-8-0.300460507113532
-70.241106882225436
-6-0.10671985203093
-5-0.105354349802036
-40.102442590893776
-30.167075781212572
-2-0.178962113608615
-1-0.122341090136713
00.522125224126484
1-0.578228781922295
20.366103456471907
3-0.000482323822069284
4-0.293684239431437
50.332577975736786
6-0.192912968300839
7-0.116875860996897
80.138156426405801
90.0971394520575727
10-0.178832463288582
110.0567099679165803
120.179771204447966
13-0.225236984347633
140.119293669173613