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])
-14-0.154551749335059
-13-0.162033062153822
-120.392888869954226
-11-0.0335546592720612
-10-0.258796149779621
-90.238456354495266
-8-0.00771371043986249
-70.0141436883390533
-60.495932857774105
-50.134157381804131
-4-0.0678174140700726
-30.258740823186658
-2-0.208886070342851
-1-0.0831380831491027
00.704708274931032
10.0923446333059778
20.0202025631748818
30.474930722786954
40.0565212654825738
50.147917956470911
60.595921589492243
70.137338354446251
80.102532953501372
90.270281875043985
10-0.271111443911877
11-0.0799682960495309
120.464955587953066
13-0.0141831147245367
14-0.00353054147341108