pandas.plotting.autocorrelation_plot

pandas.plotting.autocorrelation_plot(series, ax=None, **kwargs)

Autocorrelation plot for time series.

Parameters:

seriesSeries

The time series to visualize.

axMatplotlib axis object, optional

The matplotlib axis object to use.

**kwargs

Options to pass to matplotlib plotting method.

Returns:

matplotlib.axes.Axes

The matplotlib axes containing the autocorrelation plot.

See also

Series.autocorr

Compute the lag-N autocorrelation for a Series.

plotting.lag_plot

Lag plot for time series.

Examples

The horizontal lines in the plot correspond to 95% and 99% confidence bands.

The dashed line is 99% confidence band.

>>> spacing = np.linspace(-9 * np.pi, 9 * np.pi, num=1000)
>>> s = pd.Series(0.7 * np.random.rand(1000) + 0.3 * np.sin(spacing))
>>> pd.plotting.autocorrelation_plot(s)