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])
-160.609079247012538
-150.623288797315905
-140.63553954969554
-130.649380390543117
-120.66073106796553
-110.672981021648505
-100.690453820069166
-90.710371917195744
-80.721889024286435
-70.731046548752879
-60.736287623620491
-50.744455218503655
-40.752630460625661
-30.75975344869205
-20.767274965579046
-10.775012099893126
00.790868535792846
10.747440915165698
20.709276027163869
30.666915624105399
40.63100618802491
50.590669739261696
60.54615743849606
70.51224337998907
80.483167844779331
90.461930551459524
100.432617216368753
110.402772189037007
120.369896185342652
130.330112578320472
140.280473921601687
150.230507029349030
160.185673531407348