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])
-150.0120291572290834
-140.0449764393143479
-130.219230262887512
-12-0.0965303314029749
-11-0.168022514275030
-100.0731814925827238
-90.00667832571335654
-8-0.155256550134013
-70.0463788496399503
-6-0.106233186454106
-5-0.0573394804423294
-40.00765648515313472
-30.0117309461722272
-2-0.0646456039400339
-10.283650486506656
0-0.206957715133851
1-0.0776721156944052
20.131608362770357
3-0.0173852970153710
40.193983606752842
5-0.114136458793041
6-0.0446382898408922
70.14475551129259
8-0.176739121093148
9-0.0447224164502246
100.160008115819656
11-0.0673253800630007
120.0499085493927514
130.055193327696531
14-0.0804678522516443
15-0.17994672257157