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])
-16-0.0913051511849145
-15-0.144375591107768
-14-0.166480458073497
-13-0.141482552080097
-12-0.141172047275279
-11-0.084457946420996
-10-0.0612015956752783
-9-0.053510919653831
-8-0.0400075449001901
-7-0.0362814499516174
-6-0.0439551428409774
-5-0.0781072153720038
-4-0.106365132700052
-3-0.170973776938198
-2-0.181718731645461
-1-0.152464247291528
0-0.122820474605874
1-0.0203559523215509
20.0145970919546761
30.0548755719369079
40.0838826522589885
50.0975926523092633
60.120536818798991
70.066193392200727
80.0216324540239812
9-0.0717771658096042
10-0.130552547917398
11-0.111853646577751
12-0.104316106334113
13-0.0362809418034244
14-0.00370265102200845
150.0216774891365486
160.0445992052236863