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])
-100.320244275477589
-90.231255933162923
-80.150554719555758
-70.0796385906879673
-60.0119518652065486
-5-0.0683673021790021
-4-0.139585287445776
-3-0.314085485811126
-2-0.56978606143787
-1-0.781519032309372
0-0.912316098820462
1-0.800825550643285
2-0.614115841160045
3-0.394092290309398
4-0.229006502816829
5-0.167838272460500
6-0.167599368079255
7-0.145192154077795
8-0.0390773770675723
90.0931885679822491
100.238051727172127