The relationship here means: the occurrence of one time series increase(boost) or decrease(suppress) the values of another time series.

Is there any statistical model or method that can do this kind of task?

Specifically, I have two time series, which is the number of retweets of two different memes(hashtags) at different time. I want to know if the existence of one meme has some influence on the other meme? The influence can be promoting the other one or suppressing.

I did find a model in ecology, which is the Lotka–Volterra equations. But it seems it does not provide a effective algorithm to determine this types of relationship.

  • $\begingroup$ Can you say more about your situation, your data, & your goals? $\endgroup$ – gung Nov 7 '15 at 6:01
  • $\begingroup$ @gung The post has been updated. $\endgroup$ – Shuai Zhang Nov 7 '15 at 7:21

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