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])
-150.135273432881406
-140.181122856485778
-13-0.231942748077864
-12-0.0575577563008004
-11-0.164769620661862
-100.00855343304856643
-90.136086110674287
-8-0.0314070902436824
-7-0.205056532525683
-60.145555059379456
-50.189116151023701
-4-0.204050058340031
-3-0.0875287054631607
-2-0.068482453456517
-10.108067956864351
00.470575581593018
1-0.0114077619183878
2-0.0279044769901314
3-0.0244469498586989
4-0.0591830673678744
50.0694012866996467
60.192377091650007
7-0.0822395803158706
8-0.0926313996802867
90.077593556281076
10-0.231037363766301
110.0577193984647231
120.147365316731478
13-0.193361886025188
14-0.183436462629649
15-0.0761937918574455