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])
-150.156051899770592
-140.222583114153788
-130.29257119635674
-120.350700748461432
-110.361500177399916
-100.367829586587810
-90.412427895303792
-80.474779515876163
-70.558941872741916
-60.623075567899054
-50.661396822945241
-40.694473990460946
-30.747974023910327
-20.81750265731223
-10.885308111400979
00.93501969008317
10.888527537131272
20.832374589160898
30.790178069030812
40.758390248186241
50.74322808084695
60.713521846600412
70.660586025474263
80.600325077573426
90.563680367294468
100.546188005249644
110.542189557062638
120.524587833723497
130.457185341521014
140.383394682822178
150.323757170928483