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])
-220.112307310768481
-210.120926747640992
-200.132954901789523
-190.148422421356172
-180.171056001303519
-170.195101263022441
-160.224169234992396
-150.257169745101771
-140.291826120061068
-130.328184165496555
-120.366561375147541
-110.403891471180892
-100.442125650692474
-90.479873982256154
-80.519110021355975
-70.560732381296181
-60.605286896599146
-50.651173518652785
-40.687261109444114
-30.712119617026077
-20.724418298869304
-10.723095154696557
00.708290117736514
10.6832799529677
20.645603399963093
30.601416820197678
40.561170257685698
50.526211750776637
60.494496789657503
70.466053640766634
80.4357554055989
90.404759633228641
100.369975453967108
110.339663310082494
120.315017484518996
130.292681114000377
140.276596315028451
150.264841600497668
160.252789354291837
170.243425098432089
180.243626930616505
190.243576939510522
200.241900629934842
210.239723259611653
220.238279031091977