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.
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  Alex Backer
 le 7 Mai 2020
        
      Modifié(e) : Alex Backer
 le 7 Mai 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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