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])
-15-0.0235532523144765
-14-0.0247222163494064
-13-0.152345378728987
-12-0.030083762158708
-110.144526047798268
-10-0.0908332192951043
-9-0.0137294463647985
-80.130341502419794
-7-0.130488282585172
-60.00754187080091915
-50.05779372857765
-40.258160640023227
-3-0.0854177378126018
-2-0.0462524784138250
-1-0.207602341754977
00.396457788408496
1-0.230477507272544
20.0928790181631826
30.155766492540908
4-0.0203567363058847
5-0.0162607557372459
6-0.0360091727836954
70.0288521862311734
80.0311546044133702
9-0.0412511298781221
10-0.107825371383534
110.0302210610946341
12-0.0804162103857772
130.0148584282340222
14-0.0274206100295474
150.137345715954360