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])
-15-0.0130596930913995
-14-0.0153549340671157
-130.00972320309525962
-12-0.0717410023022267
-110.0471455363104825
-10-0.114539434578767
-9-0.121123573121445
-80.0145325549780856
-70.208505435995252
-6-0.085739147027921
-5-0.0460460808230787
-40.0821984238143067
-30.050232181003912
-20.0998326005884366
-1-0.105966745275280
00.0270323086649094
10.0237662791287982
2-0.0646384517758593
3-0.143866984219393
40.0938438018746961
50.139007595198285
60.0827920616997656
70.116077651095045
80.159015302348163
90.0254546070599198
100.120933295840498
11-0.0194957625514089
12-0.02858243878554
13-0.0270857496901485
14-0.088398944296829
15-0.116528325728272