[FEA] Add PyTest for correlation_lags

[awthomp]

Need to add correctness checks for newly merged FEA PR: https://github.com/rapidsai/cusignal/pull/459

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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.