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])
-14-0.0609021951123717
-130.0220286974167309
-120.116118111084721
-110.0987214761789366
-100.0781768726338735
-90.065168643036225
-8-0.00113328931540061
-7-0.0134996650553267
-60.00983617856041736
-50.0668765615476844
-40.138629100374880
-30.240388307050598
-20.383871620398819
-10.583971492286922
00.787626801836342
10.726962468697328
20.574098353040878
30.415765858871866
40.277577839849854
50.185671811074286
60.108182252653627
70.0798323765144957
80.0914523267007784
90.145041586156897
100.180960031962631
110.251812636047097
120.307697063932656
130.206204695377565
140.06547991124933