Introduction - If you have any usage issues, please Google them yourself
Time series correlation analysis assumes that there are two time series X = {x1, x2, ..., xn}, Y = {y1, y2, ..., yn}, X and Y in the delay l at the correlation coefficient R (l) calculated formula is as follows: where, l the maximum value of n/2. When the value of l from 0 to n/2, you can get more than one R (l) value, so that R (l) corresponding to the maximum delay of lmax, if R (lmax)> σ (a human-defined threshold), then we say that X and Y time series associated with the delay, Y of X amount of delay in lmax.