# Correlation Coefficients with Unequal Data Sets

I would like to determine the correlation coefficients of two timesets of data with unequal entries to detemine how often they move together. I am performing the following computation but would like input on the effectiveness of my method and how this may be improved.

I seek to determine the correlation between two sets of data. For example:

       dataset1                  dataset2
[ timestamp | value ]  |  [timestamp | value ]
8:00:00     10           8:00:00      3
8:00:01     7            8:00:03      4
8:00:02     2            8:00:04      12
8:00:03     7            8:00:05      7
8:00:04     10           8:00:07      9
...
9:43:00     10           9:43:01      3


Then I perform a standard Person Correlation Coefficient:

CORREL(dataset1.values, dataset2.values)


Which provides me with a correlation coefficient. Because of the nature of pearson's correlation coefficient, I am not sure that this coefficient is providing an accurate representation of how each data point in the series moves together second-to-second.

Any feedback on my methods are appreciated. Thank you!

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