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 series1
krho(Y[t],X[t+k])
-150.105997980225329
-140.0304684900578358
-130.0361892084993668
-120.231056229488173
-110.20336554746282
-100.222558604802288
-90.222516897101335
-80.131530232364605
-70.131120369660104
-60.00452404559472719
-50.00747559814000888
-40.158297408197144
-30.155785327066589
-20.198839097099750
-10.275389636875980
0-0.393290919804294
1-0.197166655866038
2-0.104755391332972
3-0.122016968798755
40.0316894360351042
50.0773290083783426
6-0.147838770076359
7-0.0214185201431133
8-0.0647817538024448
9-0.0955263413256886
10-0.0819856168279906
11-0.158706895156591
120.0271730556394711
130.0309496691735156
14-0.0881948038392419
15-0.0468290308850124