[gradsusr] How to calculate lead lag correlation?

Bimal Gyawali bml.gya at gmail.com
Fri Sep 30 09:52:42 EDT 2016


Hello All,
I am trying to calculate lead lag correlation and plot it. I want to
calculate nlag=-30 to nlag=30. How can calculate and plot this? please help
me with this. I have two time series with n=730. I want to plot similar to
this.
Thank you.[image: Inline image 1]

*Bimal Gyawali*





* Graduate Research Assistant Department of Physical and Environment
Science Natural Resources Center Texas A&M University-Corpus Christi Corpus
Christi, TX 78412 Tel: 435-881-3603*
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