Statistics of cross-correlation

Hi all,

I am analysing two signals to see if they are correlated. I calculated
the cross-correlation between them and I get a nice peak at lag=0.
That's good, but how do I say if they are indeed correlated? Is there
a test that tells me if a certain value of ccf is significant? (I
mean, do I need to have a value of 0.5 or 0.6 or what?) I read
something about the Box-Ljung test, but I only saw it applied to
autocorrelation. Is it correct to use it on cross correlation too?
One thing that I did was to cross-correlate one of the signals with an
unrelated signal or a random signal and the ccf is flat. Could I just
take the sd of this "negative control" and use, say, 3 times this sd
as a significant value?

Thank you
nico
.

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