This option is available to be able to compute conditional relationships. An example would be the ENSO teleconnections to Europe for years in which the NAO is positive. One first uses this function to generate a new time series with all winters with negative NAO set to undefined, so that only the positive ones remain. Next that time series is correlated to an ENSO index as usual.

Note that conditional correlations depending on the time series itself can be done directly from the correlation form. This option is only needed when the condition involves a third time series.