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 series1
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])
-15-0.144402563225584
-140.123299990081156
-130.258757691316193
-12-0.317156760952339
-11-0.0924465127767484
-100.228640982633070
-9-0.162984054736572
-80.0864668909445407
-70.250571890130261
-6-0.221256874559515
-50.00179089001209342
-40.211933999567216
-3-0.191712687521357
-20.162701247372426
-10.423849796511788
0-0.431666686934889
1-0.164637907013714
20.204360000525279
3-0.214067042997035
40.0102623460651872
50.230461207870607
6-0.267709703564063
7-0.100620444690124
80.158134981811050
9-0.2253493053226
100.0863108624353394
110.307898835032559
12-0.278444762262293
13-0.124786916779636
140.154323999785919
15-0.170882188083981