Dear Experts,

I have been trying to find lagged correlation between two time series  which 
are band pass filtered  for 30-90 day band. I would like to understand the 
lagged correlation between these 2 series in this band.
The issue is that auto-correlations exist in both series and( also both have 
the effect of filtering if any).  I am unclear on how to separate out these 
factors and find the true lagged relation if any among the 2 series. Apparently 
there is a strong lagged correlation between the two series around 10 days lag. 
And there is strong ACF in both series at around 20 days. So it is difficult 
for me to interpret the cross correlation.

If your time permits can you please help me with your advice on this?

The plot is at below link:

https://drive.google.com/file/d/0B3heUQNme7G5UEpzWjd2WmxYdVk/view?usp=sharing

The data is at below link:

https://drive.google.com/file/d/0B3heUQNme7G5T2JjeTlDNzdkX00/view?usp=sharing

R code:

dc = read.csv('test_dat.csv', header=TRUE)
par(mfrow=c(3,1))
acf(dc$sst, 36)
acf(dc$t2m, 36)
ccf(dc$sst, dc$t2m, 36)

with best regards,
Sudheer
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