How to calculate computing correlation coefficients with a sliding window?

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Kathleen 2015-4-2

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https://ww2.mathworks.cn/matlabcentral/answers/195775-how-to-calculate-computing-correlation-coefficients-with-a-sliding-window

Hi, I have two time series data, for example:

t=0:0.01:1; y1=sin(2*pi*5*t); y2=-sin(2*pi*5*t);

I want to calculate the correlation coefficients between the two columns using 0.02s sliding window. I am trying to use corrcoef syntax, but I don't seem to be able to make it work. I tried several different ways of doing it but always without success... Can anybody tell me how to make this work?

Thanks for your help!