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])
-140.336176486839543
-130.396103407336587
-120.443300221447245
-110.486492218327384
-100.518303751230256
-90.548952476520842
-80.576489805519889
-70.620821467918153
-60.666407238751709
-50.719318147689638
-40.764280753934114
-30.813710325725234
-20.87221750570551
-10.930465987337816
00.993726597812152
10.92843405537639
20.870905339835008
30.814549965863655
40.770115120685922
50.732652318392913
60.68823714312554
70.654094646487045
80.622738480597059
90.606422027746129
100.581074237849216
110.553302411427614
120.514465348355309
130.469155304137428
140.406337080752815