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])
-140.408155883838042
-130.302482452359626
-120.188284200857317
-110.121091108969152
-100.134971605512909
-90.242164995168449
-80.324283598859163
-70.194216711338435
-60.0696215476324926
-50.0420459217996396
-40.112253588911331
-30.139409011502303
-20.154083339021105
-10.0230327371279044
0-0.120111450787660
1-0.192243694296989
2-0.200309274919172
3-0.0788466775340563
40.0203060895565648
5-0.0499810534103594
6-0.193761181021821
7-0.26474226092136
8-0.191652649284979
9-0.0972805523198394
10-0.0102336279074144
11-0.163093775057419
12-0.333496447530194
13-0.385105294178253
14-0.320962492793303