---
title: "cross correlation function"
output: html_document
---

## Cross correlation function

Compare uncorrelated and correlated times series with the cross correlation function:
- Simulate both uncorrelated and correlated time series data, for example by simulating x and y as two independent ARMA processes and then creating z = x + y or z = x - y (then x and y are uncorrelated, but z is correlated with both x and y).
- Make cross correlation plots comparing the processes, and inverpret.
- Try to delay one of the processes and check whether the cross correlation plot can identify the delay.