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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t-k])
-150.137281913120852
-140.221216240044880
-130.427935268992220
-12-0.442767726868345
-11-0.243397671446929
-10-0.112543149296366
-9-0.0231250613567220
-80.285713220176624
-70.0943837605957142
-6-0.100663441647802
-5-0.233643636727621
-4-0.00395640448129037
-30.120870827024621
-20.279415919067783
-10.603438606670966
0-0.614152698443476
1-0.332692438127665
2-0.111525919560822
30.0173664797672885
40.238216845266576
50.112324748629111
6-0.0877573306063417
7-0.290148051941125
80.0310070830659022
90.150757766974984
100.271042921685951
110.447327028193786
12-0.433157217144273
13-0.259768311793770
14-0.135762243830693
150.029857811355455