The CCM function takes two or more time series as input and evaluates potential cause-effect relationships between them. Each time series column can be a single, long time series or a set of shorter subsequences that represent the same process. The function returns an effect size for each cause-effect pair.
The CCM function can be used to determine the optimal value for one of its parameters, EmbeddingDimensions. In this special case, the cause and effect columns must be identical, and only a single cause and a single effect column are permitted. For more information, see CCM Syntax Elements.