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])
-16-0.0341971126376968
-150.0997306402386026
-140.0411726861040632
-130.196456534800881
-120.356211095811607
-11-0.00425187920972036
-10-0.0239107778818096
-90.269434523134050
-80.161339157735355
-70.288981258777811
-60.518707014237347
-50.250059729487042
-40.232489554051262
-30.392521844180755
-20.329066135540234
-10.559747576297942
00.787824969847527
10.290429279956685
20.219536690518188
30.470139650216314
40.281273624740643
50.402247844725945
60.565271836895404
70.217677348215292
80.172164131070231
90.238858538905813
100.116090207043758
110.335138545857418
120.497810213593219
130.0749940161699108
140.0248087215357243
150.214456928477660
160.056074115854658