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])
-150.0505818151260591
-14-0.0118217458828426
-13-0.0586580914193621
-12-0.0472079893707365
-11-0.0325794472651778
-10-0.0471675677237752
-9-0.0373608883323448
-8-0.0479341663827917
-70.0188457912535355
-60.0647555503345375
-50.0357061580725706
-4-0.0813415750616076
-3-0.184726073222493
-2-0.235529491648451
-1-0.230319519388880
0-0.167250550017663
1-0.157592388131287
2-0.194363435627679
3-0.217787245129423
4-0.189704891474097
5-0.0688600088885311
60.0094974274641796
7-0.0238312884641808
8-0.116572953273457
9-0.214593426616776
10-0.236868205319762
11-0.196868759937199
12-0.146632501049684
13-0.139316562072868
14-0.156194749133209
15-0.167815842265577