Looking for ancillary signals around GW150914

We replicated the procedure in Liu and Jackson (arXiv:1609.08346), who had found evidence for a low amplitude signal in the vicinity of GW150914. This was based upon the large correlation between the time integral of the Pearson cross-correlation coefficient in the off-source region of GW150914, and the Pearson cross-correlation in a narrow window around GW150914, for the same time lag between the two LIGO detectors as the gravitational wave signal. Our results mostly agree with those in arXiv:1609.08346. We find the statistical significance of the observed cross-correlation to be about 2.5 $\sigma$. We also used the cross-correlation method to search for short duration signals at all other physical values of the time lag, within this 4096 second time interval, but do not find evidence for any statistically significant events in the off-source region.