xcorr_demo.py

from matplotlib.pylab import figure, show
import numpy

x,y = numpy.random.randn(2,100)
fig = figure()
ax1 = fig.add_subplot(211)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True)
ax1.grid(True)
ax1.axhline(0, color='black', lw=2)

ax2 = fig.add_subplot(212, sharex=ax1)
ax2.acorr(x, usevlines=True, normed=True, maxlags=50)
ax2.grid(True)
ax2.axhline(0, color='black', lw=2)

show()