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 series1
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 series1
krho(Y[t],X[t+k])
-140.212653825907176
-130.414174246048791
-12-0.416416665885096
-11-0.240336197745657
-100.225491898030608
-9-0.0356252741481044
-80.0861168713394363
-70.255725211278776
-6-0.237696947153784
-5-0.165802123951401
-40.203256772887867
-3-0.288633075289773
-20.237912790799561
-10.683843004835062
0-0.673896221643855
1-0.239317081174733
20.291954309760295
3-0.215422827686756
40.144104882563159
50.260964573354814
6-0.247706085865900
7-0.0739269005826023
80.0509548437868219
9-0.228767614218501
100.234038279688702
110.428063489328244
12-0.40617127225651
13-0.197100607954882
140.205340725384309