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 series2
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-16-0.0151951904088847
-15-0.00866279326625499
-14-0.16250492366842
-130.0651069391687712
-120.0608616530822589
-110.164075506853895
-100.117497545839408
-90.0842575303431746
-80.00055221140576525
-70.0495611849347203
-6-0.05966125724305
-50.0754626146396671
-4-0.260594867676619
-3-0.0402765679946021
-20.0159798502449086
-1-0.235042887990731
0-0.397118258815544
10.434132988975849
20.241595152440154
30.111038532689486
40.089176498555915
50.0689005443607212
6-0.0058390595904621
7-0.00456001955049188
8-0.113753898307690
90.080696434527906
10-0.0691321489488952
11-0.142281727396626
12-0.0755174737830326
130.0181186463399632
140.0176282865547543
150.182422151717165
16-0.0202277958860682