How to calculate correlation coefficient for two time series signal x(t) and y(t)?

I have two time series signal in csv file which contain 1 million data point. I want to find out normalized cross correlation coefficient for these two signal . How can i do?

[KALYAN ACHARJYA]

This one corrcoeff ??

[Deepika Behmani]

No, this one is not working.

Answer 1

[David Hill]

I believe you just need to read the files into vectors (x and y) and then use the xcorr function.

x = readmatrix('x.csv');
y = readmatrix('y.csv');
[c,lags] = xcorr(x,y);

Now if you want to visualize.

stem(lag,c)

Answer 2

[Deepika Behmani]

Hi David ,

Actually i have tried this method what you suggested but if i want to do normalized correlation then what change i should make?