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])
-150.444548248609067
-140.437697833270517
-130.43633151113496
-120.471341694295437
-110.515617773052758
-100.55505734618752
-90.587454858867919
-80.616351742551836
-70.663046377109011
-60.68355906194861
-50.686928855221178
-40.705282342480908
-30.716595082236766
-20.729701312362767
-10.735914047432224
00.745577216390946
10.683289577822784
20.625453447394864
30.575550567815842
40.531527080533671
50.480349124035905
60.426392762307672
70.381354364296278
80.330610388433747
90.274927799798965
100.230076648726767
110.184555589915794
120.141963925641705
130.101290886019132
140.0641022150061952
150.031107309852579