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 series1
krho(Y[t],X[t+k])
-15-0.130685297055968
-140.0107206660001414
-130.420383342881781
-12-0.331751412184148
-11-0.169144977279102
-100.303792403523761
-9-0.235762653879035
-8-0.00571161302159169
-70.318424419179584
-6-0.225464509253714
-5-0.106947441769657
-40.285534653588397
-3-0.244055465639131
-20.130364373556441
-10.562206547588144
0-0.545271278933314
1-0.124435368721316
20.257557700258774
3-0.271890221602725
40.112267863034775
50.244759900724543
6-0.299379693115669
70.00980801583132608
80.222938302148129
9-0.303045670579847
100.179572243132281
110.339879838207232
12-0.401737063136551
130.00521558854440451
140.140076219821119
15-0.241255881384864