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])
-18-0.343712414694079
-17-0.312034521884802
-16-0.315671971304314
-15-0.30469640948659
-14-0.25512578023966
-13-0.215859913414152
-12-0.194704432171378
-11-0.177357270014104
-10-0.136648029613481
-9-0.09478511568414
-8-0.132999389162764
-7-0.143343309896967
-6-0.145267833294909
-5-0.18119984767328
-4-0.227114372572859
-3-0.303627183838493
-2-0.391351043804607
-1-0.469959466628099
0-0.566568573124102
1-0.549894487891444
2-0.493647535076806
3-0.391558791876734
4-0.275191557225505
5-0.199852254464656
6-0.175238444954356
7-0.130986117562863
8-0.0875241939024854
9-0.0643231597301152
10-0.0513972554341843
11-0.0495518152713357
12-0.043528501334916
13-0.0329276106822311
14-0.0315992730761671
15-0.0429066909758558
16-0.0512029093342333
17-0.0700867258488418
18-0.0842358701284353