I think time - then you're left with data. If when removing this they still have the same shape they do in fact correlate. I'd be curious to see the results of

I think time - then you're left with data. If when removing this they still have the same shape they do in fact correlate. I'd be curious to see the results of that experiment to be sure. I believe the beauty is you're using time (x and x-1) to preserve the change from sample to sample but remove the time influence that broadly affects all and distorts the subtle differences that may in fact not be related. It only matters if the commonality is far more influential and unimportant than the unique but import parts.