Correlations between two time series, including the linear Pearson correlation and the nonlinear transfer entropy, have … a time delay and a rolling window. In most cases, the Pearson correlation and transfer entropy share the same tendency … correlation provides less. Considering the computational complexity of the transfer entropy and the simplicity of the Pearson …

and Interpreting Results -- Chapter 8: Pearson Correlation and Simple Regressions -- Chapter 9: Independent t …