How to calculate linear correlation between two time series in MATLAB

[Tone L]

Hello I have to variables X and Y, 50,000 in each row (a time series of 2 years). I am curious how to calculate a linear correlation between the two, for example if X decreases does Y increase or decrease.

Looking for formula or a MATLAB function :)

 

[Svein]

First: The formula is here: https://en.wikipedia.org/wiki/Linear_regression.
Second: Always remember that correlation is not the same as causality.