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How to compare two non stationary time series

Tags:

time-series

I have searched a long time for comparison between non stationary time series but I'm a bit lost.

I have two time series (black and red below) and I want to prove statistically they are very similar.

This is the plot of my time series:

Plot

Could someone help me on the steps I need to perform please?

like image 405
Maxime Flozeo Avatar asked Nov 12 '22 05:11

Maxime Flozeo


1 Answers

If you want to compare two series you can count correlation coefficients from them, I think this is what you need.

like image 67
cerkiewny Avatar answered Jan 04 '23 03:01

cerkiewny