title: How to get the correlation between two timeseries using Pandas
body: <p>I have two sets of temperature date, which have readings at regular (but different) time intervals. I'm trying to get the correlation between these two sets of data.</p>
  
  <p>I've been playing with <a href="http://pandas.pydata.org/" rel="noreferrer" title="Pandas">Pandas</a> to try to do this. I've created two timeseries, and am using <code>TimeSeriesA.corr(TimeSeriesB)</code>. However, if the times in the 2 timeSeries do not match up exactly (they're generally off by seconds), I get Null as an answer. I could get a decent answer if I could:</p>
  
  <p>a)  Interpolate/fill missing times in each TimeSeries (I know this is possible in Pandas, I just don't know how to do it)</p>
  
  <p>b) strip the seconds out of python datetime objects (Set seconds to 00, without changing minutes). I'd lose a degree of accuracy, but not a huge amount </p>
  
  <p>c) Use something else in Pandas to get the correlation between two timeSeries</p>
  
  <p>d) Use something in python to get the correlation between two lists of floats, each float having a corresponding datetime object, taking into account the time.</p>
  
  <p>Anyone have any suggestions?</p>