I'm trying to find the best way to look for common trends in 10 time-series that I have.
I'm confused by what I'm reading regarding the best way to go about this.
I see people talking about the cross-correlation function, the Pearson correlation function and the Spearman correlation function.
Are Pearson and Spearman just special versions of the general "cross-correlation" function?
(I already see that Spearman should be used when linearity cannot be assumed).