Python, Cross Correlation, Geophysics, Time Series Analysis, Time Series Data.
datax.corr(datay.shift(lag)) Here, as you can notice, the crosscorr uses the pandas corr method; hence, the d1 and d2 are required to be `pandas` Series object. I obtained the correlation between the above pair of time-series to be 0.19with a lag of 36. xcorr BO.ABU-BO.NOK 36 0.19727959397327688