I have two lists, x and y, of equal length, Nx, and I wish to construct the cross-correlation of the two. To compute the autocorrelation of just x (or y) I simply used

Rxx = CorrelationFunction[x, {Nx - 1}]

For the cross-correlation, I first attempted to construct a function using the following:

Rxy[n_] = Sum[x[[m]]*y[[m + n]], {m, 1, Nx - n}],

where n denotes the prescribed lag. This resulted in an error message "The expression m cannot be used as a part specification."

I'm not sure as to what this error means. Also, is there a simple way to use the ListConvolve function to create the desired cross-correlation? (I'm a bit confused by the description at http://reference.wolfram.com/language/ref/ListConvolve.html)