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])
-150.0269846887354621
-14-0.156093866739673
-13-0.0097616406167099
-120.503054748813564
-110.0776889863248705
-10-0.138511221885284
-9-0.109902169500548
-8-0.0554307333030351
-7-0.0122600250373191
-6-0.0303638985356894
-50.0181385204122062
-4-0.0781180366514636
-3-0.060250333855733
-2-0.276954293459550
-1-0.0478873824955521
00.978872482201437
1-0.063656612656351
2-0.255621208259291
3-0.0991324095725097
4-0.0543674714526885
50.0747006058401825
6-0.0418560217794564
7-0.085413227161558
8-0.0248558771237055
9-0.0818304565203167
10-0.179121544983560
110.091082744733172
120.503552263328582
13-0.0133064320355805
14-0.157077971244769
15-0.014546816384717