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])
-120.173993815923822
-110.0783223681981702
-100.0667272289518478
-9-0.0476278428803204
-8-0.0929972257038132
-7-0.0568054032930832
-6-0.237810711120617
-5-0.0212500559892808
-40.111593591126316
-30.0137663406191430
-2-0.0393280021714671
-10.147410714482161
00.292650227591504
10.329935349984286
20.320511412110783
30.032629614957455
4-0.0788356545747245
5-0.156885980993324
60.0620255257426257
7-0.145732268030834
80.00706795340513035
90.197055772822335
10-0.139151936683428
11-0.0664757186273362
120.0336869848931512