how to calculate significance value of lag correlation?

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I have cross correlate the monthly rainfall and groundwater.
% code
[XCF, Lags, Bounds] = crosscorr(flipud((gw')), flipud((rainfall')),6,2);
end
The lag values of 6 months are given below
% code
end
-6 -0.19
-5 -0.49
-4 -0.68
-3 -0.68
-2 -0.47
-1 -0.11
0 0.31
1 0.67
2 0.79
3 0.72
4 0.49
5 0.16
6 -0.16
Now I want know that lag values are significant or not. how to calculate the p-value of each lag.

Answers (1)

Alex Backer
Alex Backer on 7 May 2020
Edited: Alex Backer on 7 May 2020
I wrote some code to estimate the p-value empirically:
Alex Backer (2020). xcorrpvalue (https://www.mathworks.com/matlabcentral/fileexchange/75403-xcorrpvalue), MATLAB Central File Exchange.
Hope it helps.

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