Lagged Correlation Component

This component calculates the linear correlation between selected 1st series and the selected 2nd series with given lag interval.

Correlation of S1 and S2(lag)

Input ports

1. Type: Table
   Port 1
   Input table must have at least two numeric columns

Output ports

1. Type: Table
   Port 1
   Output table contains the selected 1st and 2nd column name, lag interval value, calculated correlation coefficient, p value and degree of freedom