An increasing amount of observational data obtained in various parts of the electromagnetic spectrum using terrestrial and space-based instruments, as well as complexity of astrophysical problems require an application of modern, advanced techniques of the period and statistical analysis. Appropriate mathematical methods are often not available in the form of a code or if so, not with a user-friendly environment. For these reasons, we have decided to prepare the software system CorrLAB in which the methods of correlation analysis are used not only to search for correlations between data sets but also to determinate periodicities in time series. The CorrLAB is an open-source software. The latest version of the software, its code and documentation are available on GitHub.