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])
-15-0.145053772375437
-140.0324789366082915
-130.428852881196256
-12-0.375148136232122
-11-0.195763962709013
-100.293390192673532
-9-0.102540119859827
-8-0.0949541448579465
-70.249995005523389
-6-0.198685663726885
-50.00336964494792187
-40.152855419870542
-3-0.249642694182971
-20.145187756727366
-10.558697781062267
0-0.572631999091446
1-0.146700257144615
20.248546831769132
3-0.157352622027792
4-0.000112802237635372
50.193879770485007
6-0.266801920629453
70.099138341396598
80.109216083916216
9-0.272782261482346
100.205549587293035
110.372864281588813
12-0.452683366124496
13-0.0365854446369496
140.143451802078459
15-0.142122844422988