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])
-220.124853956245585
-210.123657644130298
-200.113195434922484
-190.100507621104026
-180.0904004230850213
-170.0774369288864095
-160.0681898934654856
-150.0545324226210655
-140.0399865872705492
-130.026763126304143
-120.011383242328604
-11-0.00704920029051092
-10-0.0322018923296364
-9-0.0542841521252702
-8-0.0888656564367709
-7-0.12909482160932
-6-0.173424633768228
-5-0.230890873801542
-4-0.295095998076536
-3-0.355671465790944
-2-0.41849443948973
-1-0.468055035736377
0-0.498205086959898
1-0.50444653842674
2-0.493421718277897
3-0.475251583953769
4-0.457670478886773
5-0.443677689495996
6-0.423722668029297
7-0.394481859792488
8-0.364163381398348
9-0.323912465870736
10-0.291093170054574
11-0.259969304394652
12-0.232596394655788
13-0.200246613383931
14-0.161050752858126
15-0.121094803346649
16-0.0862956460893512
17-0.0616608925123904
18-0.0422245560798096
19-0.0319012644646597
20-0.0226723669712038
21-0.00487544378908174
220.00863102249675203