How to model lagged correlation data?

SVM

New Member
#1
Suppose I have two time series data sets A and B. Calculating the correlation between the two I observe almose -80% correlation among A & B. My Question is how would I model such data?

Any suggestions? If you see the attached pdf, A changes before B. Thus, a change in Process A can help us see the upcoming change in B.

Thanks in Advance for your help.

Regards