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])
-16-0.103149023689939
-15-0.0397485745921663
-140.0227215398331327
-130.0786536445809447
-120.123822733169880
-110.155703770911114
-100.185560093889344
-90.213675154731689
-80.236322406957205
-70.260604905572242
-60.282796476080933
-50.294901671282098
-40.307061176304208
-30.317707446041382
-20.333566342633963
-10.353617139036262
00.382676669983928
10.42673452537029
20.479625166361564
30.522680521970909
40.572213253690524
50.621949461246142
60.680101087152567
70.71332376127551
80.728149169546183
90.739140155664175
100.727670682956115
110.71299432691683
120.672276039749785
130.604336628767357
140.52363515383322
150.445110907542822
160.368321599642034