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])
-140.0435714348916122
-130.107244552456410
-120.186283004896396
-110.228586966433616
-100.271669201083181
-90.317308618816172
-80.345247882336934
-70.34225634873557
-60.304753961695287
-50.268096556891265
-40.274221936891679
-30.343298493493627
-20.349890837361448
-10.312877650563211
00.302236804086211
10.403535349964291
20.431320441287559
30.381144803128318
40.288564398533498
50.140926730333802
60.00787612389694948
7-0.0509272276220211
8-0.0626784104059695
9-0.0906621466760078
10-0.170612290476172
11-0.166597883641439
12-0.189867508488119
13-0.269150561049129
14-0.34345266569112