def lagged_corr(x, y, lag, method='pearson'):
    """ Find correlation between x and each column o y for a specific time lag

    Parameters
    ----------
    x : `pandas.Series`
        Main signal
    y : `pandas.DataFrame`
        Secondary signals
    lag : `int`
        Number of samples to apply as lag before computing the correlation
    method : `str`, optional
        Correlation method. Defaults to `pearson`. Options: `pearson`,`kendall`,`spearman`

    Returns
    -------
    `pandas.DataFrame`
        Dataframe with the correlation value for each column of y


    """
    if(method in ['pearson', 'kendall', 'spearman']):
        return (y.shift(lag)[x.index[0]:x.index[-1]]).corrwith(x, method=method)
    else:
        return None