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 series0
Seasonal Period (s)3
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-15-0.256319600431378
-14-0.107959232845065
-13-0.0516544794238933
-120.215574426780855
-110.162680876632319
-10-0.0939155468802985
-9-0.0372968247887183
-8-0.10218397814704
-7-0.183334708632764
-6-0.00803582912499896
-50.168644512532587
-40.0421567060391999
-3-0.0776121709073503
-2-0.0614326135649895
-1-0.0720031869418252
0-0.0252430811012212
1-0.0308104973836173
2-0.0377593758158336
3-0.0848334503268561
40.0213719800578453
5-0.0839746796818638
60.170423963137858
70.1871483224548
80.0439998347973415
9-0.0966996972308948
10-0.157148837101515
11-0.165793146353962
120.00973656645796808
130.0175442155351728
14-0.0178502244364778
150.00779084512019746