One way to do this, given that I'm interested in correlating now vs. 1 hour ago, is as follows: signal = ts(data, host=somehost) lagsignal = lag(60m, ts(data, host=somehost)) Then look at ...
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One way to do this, given that I'm interested in correlating now vs. 1 hour ago, is as follows: signal = ts(data, host=somehost) lagsignal = lag(60m, ts(data, host=somehost)) Then look at mcorr(10m, ${signal}, ${lagsignal}).