Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-160.160686854883218
-150.107570315058082
-140.096942757350884
-130.0158615646499524
-12-0.124002301372526
-11-0.0873825209499656
-10-0.0327141410806547
-9-0.0115432451127374
-80.0820406865784614
-70.22089130841312
-6-0.0589066474003619
-5-0.0682193297037775
-4-0.0087225412739767
-30.131234107005216
-2-0.169450623425674
-1-0.131584426458338
00.184373172237847
1-0.02385416333977
2-0.0615549539322165
3-0.116883481939126
40.195320437397008
50.0457356235125076
6-0.227043419833176
70.0171592330038592
8-0.128418376176179
9-0.068175181882659
100.0457782797942341
110.102927302335834
120.0176416952859081
13-0.128183697738866
14-0.0579493430285037
15-0.0477550188058538
16-0.0152639641059269