title: How to auto-discover a lagging of time-series data in scikit-learn and classify using time-series data
body: <p>I currently have a giant time-series array with times-series data of multiple securities and economic statistics.</p>
  
  <p>I've already written a function to classify the data, using sci-kit learn, but the function only uses non-lagged time-series data.</p>
  
  <p>Is there a way, in Python, using sci-kit, to <strong>automatically</strong> lag all of these time-series to <strong>find</strong> what time-series (if any) tend to lag other data?</p>
  
  <p>I'm working on creating a model using historic data to predict future performance.</p>