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])
-14-0.226218432179165
-130.0393138562282032
-120.635470120888205
-11-0.197564251337995
-10-0.356679138521868
-9-0.147123713600063
-8-0.223379604346706
-70.233621325774392
-60.292855476337205
-50.078373976265874
-4-0.214384094459660
-3-0.233018141277397
-2-0.301984500007349
-10.127924761605144
00.85612415239734
1-0.213538218996103
2-0.257850658834833
3-0.140924145443543
4-0.280528959016357
50.261872490157108
60.293958024962929
70.093919967154177
8-0.127116727284180
9-0.211121746632901
10-0.338961580808278
110.166727170276965
120.659619251727276
13-0.192471037238189
14-0.122631363676626