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])
-150.268628577029386
-140.293873311857701
-130.34405657279836
-120.34045699181139
-110.389937245317279
-100.44765395769895
-90.511103052883368
-80.549863112719559
-70.565627174930046
-60.557829499163038
-50.558417679605176
-40.615585347236286
-30.607006751228774
-20.62942944367354
-10.674011170048877
00.69597250266343
10.67287527491514
20.64460690067658
30.609249418519529
40.560880361033357
50.530329584916374
60.487350598528781
70.476676577087004
80.441408392815166
90.41045604975847
100.419956695715850
110.388188173572668
120.362347382199145
130.334908482216525
140.300613745821728
150.23697116088138