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])
-14-0.0454396126457156
-13-0.00270971572057371
-12-0.187974181642406
-110.0525557748121662
-100.121521447144329
-90.00306345651257879
-8-0.131329714559015
-70.0456869249310449
-60.0960812056829483
-5-0.099189071212708
-40.218607981095479
-30.0765841157963512
-2-0.184540905210904
-10.0174902617137854
00.0855294700668951
10.0421089363573642
2-0.0152759362365577
30.150608587723286
4-0.119197630469591
5-0.0427421476884982
60.00536353733331561
7-0.125666799196092
80.000497687261475228
9-0.0188516277921075
100.00220130904115583
110.0146465532689704
120.0933423943994016
13-0.250404071722294
14-0.0285358562277687