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])
-14-0.0589869786459909
-13-0.0196623262153315
-12-0.0406231079354482
-11-0.103319959452255
-10-0.0157669597009742
-9-0.0997955802249793
-80.0443329808062645
-70.0122425804736976
-6-0.12743413311257
-50.0853270760287952
-40.0105731376818280
-3-0.0669632053182488
-20.128176107686730
-1-0.0819881904450572
0-0.117788463648443
1-0.081988190445058
20.0382116905694157
30.00908918853350346
4-0.0515672329043593
50.146539978397276
60.0562045739928792
7-0.0767943684259136
80.0517527265478971
9-0.0311629321148627
100.0111296186124504
11-0.000370987287081292
120.0345018176985986
130.0712295591196895
14-0.0608419150814006