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])
-140.368433958800456
-130.404347888346298
-120.443931778452414
-110.491161543969835
-100.532827947777528
-90.58118595407272
-80.624551232051979
-70.663414925061252
-60.708404452300428
-50.749847923012444
-40.785666590052777
-30.823726201600803
-20.866378501717573
-10.910976856312626
00.955910826835245
10.883967895782292
20.811878696763712
30.74742085621779
40.680636460461118
50.62097109294772
60.561069373979136
70.499624936016883
80.441722866494674
90.389378587316548
100.339308759309915
110.301024331387685
120.257750392417004
130.217309218231243
140.176631849530173