Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi // 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.