Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi R package xiacf version 0.6.2 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Computes Chatterjee's non-parametric correlation coefficient for time series data. It extends the original metric to time series analysis by providing the univariate Xi-Autocorrelation Function (Xi-ACF), directional Xi-Cross-Correlation Function (Xi-CCF), and multivariate network evaluation matrices. The package allows users to test for non-linear dependence using Iterative Amplitude Adjusted Fourier Transform (IAAFT) and Multivariate IAAFT (MIAAFT) surrogate data with strict Family-Wise Error Rate ('FWER') control via Max-statistic approaches. Methodologies are based on Chatterjee (2021) <doi:10.1080/01621459.2020.1758115>, surrogate data testing methods by Schreiber and Schmitz (1996) <doi:10.1103/PhysRevLett.77.635>, and local structural identification by Watanabe (2026) <doi:10.2139/ssrn.6829431>. Software Imports: dplyr (>= 1.1.4), doFuture, foreach, future, ggplot2 (>= 4.0.1), patchwork, progressr, Rcpp (>= 1.1.0), stats, parallelly LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (>= 3.3.2) Yasunori Watanabe <watanabe.yasunori@outlook.com> Comprehensive R Archive Network (CRAN) Yasunori Watanabe [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=xiacf/LICENSE) 2026-06-02 application/tgz https://CRAN.R-project.org/package=xiacf doi:10.32614/CRAN.package.xiacf