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 series1
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 series1
krho(Y[t],X[t+k])
-14-0.0609537275090677
-130.121982975265722
-120.115026093652830
-11-0.0303388243113339
-10-0.315860095520826
-90.0679017074426907
-80.122149257817611
-7-0.192400120784134
-60.170949233062863
-5-0.00138240542474513
-4-0.0324925233783726
-3-0.110860092707188
-20.142318397233624
-10.677509534951737
0-0.710719400186287
1-0.111947088564337
20.13520705826509
30.0336163082572604
40.0107238192665495
5-0.177036230797486
60.210318436954909
7-0.163240601303712
8-0.0538215649309995
90.316061373215837
10-0.00911495090788434
11-0.170585663631603
12-0.134699077843332
130.0775191217088583
140.105375606026024