There's an interesting piece in the latest issue of The Royal Statistical Society's newsletter, RSSNews. It's about one of Google's new data analysis tools, called Google Correlate. If you haven't come across this, it's worth a look.
You can upload your own time-series data (from a .csv file, say) and then use Google's search history to find what other data your series correlates highly with.
Just keep in mind that "correlation" and "causation" are not the same thing! More on the latter in future posts.
© 2011, David E. Giles