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])
-140.197862639433042
-13-0.198365873394054
-120.15762965145864
-110.124973028585150
-100.00562464895945186
-9-0.156571578816709
-8-0.0218667564293227
-7-0.050096783601508
-60.186057734604999
-5-0.157699585834343
-4-0.201161346720368
-30.168202756245341
-2-0.195081963260477
-10.0716767779569908
00.0814875119261071
1-0.0086488817811643
2-0.126297533556215
30.0524116385274158
40.0211468861533442
50.01113098672959
6-0.00836779246623916
70.0182659615890360
8-0.0217962330786508
90.025509450706327
100.104946271740755
110.0589561127432704
120.00628493976748329
13-0.234918657337744
140.09055812269736