Time series analysis

I'm studying at University and currently working on a time series analysis in assistance with Oracle 10g R2. The aim of my analysis is the comparison of two time series tables, each table contains two columns, 1st column comprises the date and the 2nd column comprises the value (price). The standard functionality within Oracle (this includes also the statistical functionality) doesn't support any time series analysis.
I’m searching for a code or script in PL/SQL which supports the analysis I’m doing such as cross correlation or others. Any help I’ll get in this regard is highly appreciated.
Thanks in advance

Well, maybe your real problem is more complex, but on provided dataset, would it not be sufficient?
SQL> with table1 as(
2          select DATE '2007-03-30' dt,72.28 price from dual union all
3          select DATE '2007-03-29',72.15 from dual union all
4          select DATE '2007-03-28',72.13 from dual union all
5          select DATE '2007-03-27',71.95 from dual union all
6          select DATE '2007-03-26',72.00 from dual union all
7          select DATE '2007-03-23',72.00 from dual union all
8          select DATE '2007-03-22',72.02 from dual union all
9          select DATE '2007-03-21',71.13 from dual union all
10          select DATE '2007-03-20',70.75 from dual union all
11          select DATE '2007-03-19',70.38 from dual ),
12 table2 as(
13          SELECT DATE '2007-03-30' dt ,33.28 price from dual union all
14          select DATE '2007-03-29',31.73 from dual union all
15          select DATE '2007-03-28',33.74 from dual union all
16          select DATE '2007-03-27',32.21 from dual union all
17          select DATE '2007-03-26',32.50 from dual union all
18          select DATE '2007-03-23',33.79 from dual union all
19          select DATE '2007-03-22',34.04 from dual union all
20          select DATE '2007-03-21',32.18 from dual union all
21          select DATE '2007-03-20',42.15 from dual union all
22          select DATE '2007-03-19',38.10 from dual)
23 select
24 t1.dt,t1.price p1,t2.price p2,
25 corr(t1.price,t2.price) over() correlation
26 from table1 t1,table2 t2
27 WHERE t1.dt=t2.dt
28 /
DT                          P1         P2 CORRELATION
30.03.2007 00:00:00      72.28      33.28 -.73719325
29.03.2007 00:00:00      72.15      31.73 -.73719325
28.03.2007 00:00:00      72.13      33.74 -.73719325
27.03.2007 00:00:00      71.95      32.21 -.73719325
26.03.2007 00:00:00         72       32.5 -.73719325
23.03.2007 00:00:00         72      33.79 -.73719325
22.03.2007 00:00:00      72.02      34.04 -.73719325
21.03.2007 00:00:00      71.13      32.18 -.73719325
20.03.2007 00:00:00      70.75      42.15 -.73719325
19.03.2007 00:00:00      70.38       38.1 -.73719325which shows rather negative correlation - by rising prices in table 1, prices in table 2 decreases?
Best regards
Maxim

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