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 series1
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 series1
krho(Y[t],X[t+k])
-14-0.0524298209454563
-13-0.05721579448537
-120.365317448483023
-110.140135634732776
-10-0.05263928495485
-90.0213533234794488
-8-0.107858905333608
-7-0.0857694564516155
-6-0.0582817546176369
-5-0.0101393639137192
-4-0.0799997708394332
-3-0.111985525347724
-2-0.172097799528596
-1-0.034021209698615
00.756687944099187
10.277768443096903
20.0168236774402208
3-0.0429492840014528
4-0.115754508470991
5-0.000860392637879995
6-0.136098845186238
7-0.0793633751588077
8-0.0741082401498913
9-0.0305382518390549
10-0.154615295118659
110.0514757013249919
120.487606412619597
130.118128960466863
140.0353555028102350