lag_analysis
Cross-correlation at multiple lags. Answers "does A lead or lag B?". Peak |r| at positive lag means A precedes B by that many periods. Common use: "is consumer confidence a leading indicator of retail sales?". Runs on any verified autario indicator (World Bank, FRED, Eurostat, OECD, IMF, WHO, ECB, US Census, SEC).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| a | Yes | First indicator id (candidate leading series) | |
| b | Yes | Second indicator id (candidate lagging series) | |
| time | No | Optional time window. "2010-2023" keeps 2010 through 2023, "2019-01-2024-06" works by month, and a single "2015" keeps 2015 onward. Omitted or unparseable = the whole series. | |
| entity | Yes | Entity code (e.g. USA) | |
| max_lag | No | Max lag in periods (1-20, default 5) |