So I have a set of around 50 time series for the same period of time, I want to determine how well correlated they are to each other (using R), I'm not an expert but what I have seen is that I should apply a cross correlation method. Is this the best and most efficient way? and..
Should I use Pearson or Spearman rank correlation?
(the time series are meteorological data from different stations so they show usually normal distribution but in the case of precipitation it shows a seasonal pattern)
Please help me to determine the best method to find the similarity between the time series of one specific parameter.
