Predicting a random variable Y will increase within n minutes if random variable X increases I am starting to learn machine learning and I would like advice of how to model that random measure Y will increase within n minutes if random measure X increases.

X and Y have different units (GBP and USD) so I am using returns (percentage change) to make them the same unit. 

My data looks like this

Time, X, Y
00:00, 1%, 0%
00:01, 0%, 1%
00:02, 2%, 0%
00:03, 0%, 2%


Just from observing this data you can see that Y increases after one second after X increases but not sure the best way how to model this!
You need to look for lag effects - the easiest thing is to try a number of lag time windows and look at how they correlate with target. If you think there is a distinctive lag impact, then at some point the correlation strength should increase.