I have two time series with measurements of the same type but different stations. I would like to know if the two series are correlated and how much is the "lag" between them. The idea is that in this way I would be able to predict the behavior of a station looking at the other. I have investigated a bit, and I think that the tool I need is the cross correlation. But how can I calculate the cross correlation between two time series if the samples are taken at different instants?
The timespan is the same, let's say Monday to Sunday, but the samples are taken at completely different instants and for a certain
t I don't always have a value for both series.
How should I do in this case? All cross correlation formulas require you to have both
z are the two series.