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])
-150.184036805083017
-140.183320447012792
-130.185485548185623
-120.173199231859125
-110.147669742427323
-100.103208828192503
-90.0709661156950206
-80.0513828177753903
-70.030906912339949
-60.0456805189167262
-50.0384851199807854
-40.0331020876358828
-30.0382470724546528
-20.0245420871486526
-10.000886055316576601
00.0239646451298162
1-0.00643468389104479
2-0.0102831817476861
3-0.00657336425181349
4-0.0484238634565013
5-0.0880920560731036
6-0.117042170610119
7-0.151857021981057
8-0.164746989123328
9-0.188127640035074
10-0.214861508534734
11-0.215533273939667
12-0.221631957282935
13-0.247296733130578
14-0.273871086218667
15-0.325302691952383