Time series correlation dynamic issueHi JMP Community,
I try to find a solution to evaluate the relation between two time series not only as whole but also its dynamic within or along with specific time periods (see picture bellow).
Thank you for any idea/solution!
AnalyticsData TableGraphicsRe: Time series correlation dynamic issueI'm sure some of the statisticians will point you to appropriate analyses and tests you can conduct - but I wanted to point out that I think more exploratory analysis is in order. One of the time series appears to have periodic stretches of zero values. This suggests some kind of time structure for that series that differs from the other. While you can conduct tests concerning the correlation (or lack thereof) in these series, I think it would be worthwhile to better understand what appears to be different dynamics for the two series. When do these stretches of 0 values occur and why? Depending on the answers to that, I think it should influence how you proceed to analyze the two series.
Re: Time series correlation dynamic issueThank for this quick reply. Orange series corresponds to scores (analogic scale evaluation from 0 to 10) while blue series is a physiologic signal assessed simultaneously (every 4 hours) over ~ 4 days. Most of the 0 values in orange series correspond to night time. My question is (hope not delirious 
) if same analysis could assess the dynamic of in-between the two series correlation along with the time. Visually these time series seem to correlate one to another, especially for some time intervals, but classical correlation or time series correlation analysis (including cross sectional analysis) didn't prove it (or I was not able to properly read it).
