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])
-15-0.0320496071754534
-140.169024880073458
-13-0.138650845338077
-120.00803478053337927
-11-0.0570801408116196
-100.0472120213695721
-90.0221650688343053
-8-0.225106230968944
-7-0.221851301646007
-60.0965544595254764
-50.262774589032676
-4-0.135938014597329
-3-0.06184856210442
-20.00490496775885789
-1-0.0284063177262118
00.4271293682949
1-0.136690266542864
20.0950817639876442
30.0217956980546414
40.0848961567275228
50.0252025040284434
60.0856161004146707
7-0.108509370937613
8-0.00838227028484783
90.146820818925243
10-0.0696815036681196
110.067424132984145
120.106657664578695
13-0.170446854443652
14-0.0240755962628515
15-0.0316565652036593