Calculate the average % two stocks are correlated

I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?

[CR]

Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

Answer 1

[David Young]

corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.