Time Series

Correlation Analysis

Analyze relationships between multiple time series

410K runs

Note: This playground provides simulated output to showcase functionality. No input data is processed or stored on our servers. Use this demo to explore the feature extractor's capabilities before integrating it into your application.

Input

Text Input string

Enter the text you want to process

# correlation_method string

Method to use for correlation analysis. Default: pearson

# max_lag number

Maximum lag to consider for correlation. Default: 10

Output

{
  "correlations": [
    {
      "series_1": "temperature",
      "series_2": "energy_consumption",
      "correlation": 0.78,
      "lag": 0,
      "significance": 0.01
    },
    {
      "series_1": "sales",
      "series_2": "advertising_spend",
      "correlation": 0.65,
      "lag": 7,
      "significance": 0.05
    }
  ],
  "granger_causality": [
    {
      "cause": "advertising_spend",
      "effect": "sales",
      "p_value": 0.02,
      "lag": 7
    }
  ]
}