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])
-150.0896929238139874
-14-0.0234755209685642
-130.0540377512689327
-12-0.233030032556035
-110.0119997532061158
-100.031463453926607
-90.160471284312171
-8-0.125432747139326
-7-0.114744689316744
-6-0.00522674243076592
-50.0911693026931152
-4-0.132393820364201
-30.176611174000283
-2-0.0418842824715364
-10.0497365185382423
0-0.344390546133953
10.049124954790959
20.222296412574557
30.127945840372414
40.0445039622935358
5-0.169223259627088
6-0.062905219440925
70.164259004710831
80.0178646544904891
9-0.0118991453620374
100.0750017458478819
11-0.0287286111093163
12-0.41192281928258
13-0.00203314433756677
140.313795948146043
150.069968508586075