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])
-220.680119282205235
-210.688246312613417
-200.69981392537782
-190.70981576385908
-180.72072569905561
-170.732746419951042
-160.743283031439858
-150.757130885292122
-140.772335382778188
-130.784783062894511
-120.796654088523095
-110.807022586130934
-100.816697563678369
-90.8268578626822
-80.836428318535638
-70.848448265266254
-60.860056527129005
-50.87071842371361
-40.882500743589803
-30.893138977938219
-20.903337066512838
-10.906348486313418
00.909044788056128
10.899160155998081
20.888579091846268
30.87637088644813
40.865033492012095
50.853344131524164
60.842156116265274
70.82916279092775
80.818606544334944
90.807810288172586
100.794641050327074
110.781924829442681
120.769942997188214
130.757719326426606
140.745918772043617
150.734612805774904
160.722038267514051
170.711216231176876
180.698895761459958
190.686644802744466
200.677417019009611
210.666145515430089
220.655939330025705