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 series1
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 series1
krho(Y[t],X[t+k])
-170.0454084296893758
-160.0743933466092723
-150.080131833417052
-140.0710793657887826
-130.0777844254455968
-120.0588253707654626
-110.0370140563869829
-100.0517455505382748
-90.0332073169884923
-80.0610173300273235
-70.0779646423926745
-60.0825944093572206
-50.129212915918921
-40.115200013608249
-30.127545115656648
-20.114359312439105
-10.106153770943015
00.00967736052020256
10.0128824772750227
2-0.0091267463991754
30.0243088368880854
40.0504360371026458
50.0560092464860477
60.0652333168138284
70.052961951066636
80.0500735703413403
90.0430972239516172
100.0425663514172597
110.0309378838282633
120.00370492506423922
130.00237265074849346
14-0.0103585704165388
150.0153866154899153
160.0244904464391107
170.0247960700252306