Using cross-correlation function (XCF) and LAG operator^{i}, 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)**

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