# How can I use NumXL to compute the correlation matrix for 2 time series?

Using cross-correlation function (XCF) and LAG operatori, you can compute the different correlation factors.

Example: Let's assume we have two time series; Series A and Series B
Series A is stored in cells B1:B200
Series B is stored in cells C1:C200

To compute the cross-correlation matrix (R), we use the XCF and LAG functions as follow:
R(j,k) = XCF(LAG(B1:B200,1,j),1, LAG(C1:C200,1,k),1)