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])
-150.0153556949136627
-14-0.0873175195606993
-130.0106859211560417
-120.136918030835391
-11-0.161262833504446
-100.0278612250784897
-90.150150873850500
-8-0.0136779144200718
-70.0797683350429321
-6-0.0271522925504799
-5-0.152134866637162
-4-0.127612193103790
-30.18426072495382
-2-0.145247216664433
-10.0962732338380054
00.244513669808046
10.00401322023625525
20.108782546281629
3-0.327374716285422
4-0.0941244592055954
50.376528214177245
60.266997630656991
7-0.0595645647659875
8-0.0857402679790877
9-0.0502277892862234
10-0.137685693969211
110.213804801372134
12-0.0216537731923140
13-0.0838860043197753
140.121904970270166
15-0.100396935125385