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])
-90.236006556160983
-80.053221581239011
-7-0.169833066960884
-6-0.336047226350378
-5-0.517192563302102
-4-0.573470967646541
-3-0.5885180954614
-2-0.452605867411525
-1-0.202374044224987
00.0617694041009443
10.144479690299472
20.166031833197589
30.159983697754745
40.179177574128377
50.232674124098104
60.292424183865019
70.258003898887469
80.215196574475449
90.171680328730759