I have several datasets from various dealerships, each with two columns: Time t ranging from 1, 2, 3... n and revenue v in each t. In the case of a single dealership I have calculated a simple Pearson correlation for different time lags i.e. paired the values v for t and t + 1 and so on. I want to figure out whether in our dealerships (plural) there is a correlation between v at time t and lagged t (e.g. t + 1). Does pairing values by lagged t for each dealership separately, then calculating a single correlation on the entire merged set, makes any sense.
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Search this site (or elsewhere) for ["cross correlation function"](https://stats.stackexchange.com/search?tab=votes&q=cross%20correlation%20function) (or CCF). – whuber Dec 20 '21 at 14:26