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])
-160.276333908146396
-150.277920560948459
-140.303183281457437
-130.297513532831637
-120.284081199409358
-110.354654422925638
-100.383720006682085
-90.387117621468016
-80.428206493620662
-70.504316350460748
-60.571370854201534
-50.55812676281177
-40.541968510941068
-30.557560214043692
-20.569867368286552
-10.578076229737484
00.582183539316734
10.617912565116284
20.598001494978351
30.563577742691349
40.577236340743286
50.5994956502687
60.62032042152195
70.59820965360937
80.554340182892411
90.528724274703316
100.482931403750941
110.434529096274719
120.40317231909717
130.358881280378568
140.305964543908367
150.26062462468861
160.214290444730259