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])
-15-0.0169219212237033
-14-0.00108397173959929
-13-0.190515417238248
-12-0.00296393907544379
-110.0839022185663805
-10-0.102241868495827
-90.0614253113774147
-80.027983897130336
-7-0.164012751245266
-60.160017266856321
-50.0567128402315546
-4-0.100150718654856
-30.0954951043372992
-2-0.136946685771825
-1-0.00544422591012632
00.113613234156473
10.102560119054251
20.0577473391465265
3-0.0287422343078349
4-0.0226807056904164
5-0.0445794453915715
60.299871773275655
7-0.096564308069547
8-0.0851862968055925
90.00235032836998941
100.160073385284257
110.0234449500708560
120.0158564094932935
130.0493687101756593
140.0197344882237944
15-0.0286093222416715