pandas.Series.autocorr¶
-
Series.
autocorr
(lag=1)[source]¶ Compute the lag-N autocorrelation.
This method computes the Pearson correlation between the Series and its shifted self.
Parameters: - lag : int, default 1
Number of lags to apply before performing autocorrelation.
Returns: - float
The Pearson correlation between self and self.shift(lag).
See also
Series.corr
- Compute the correlation between two Series.
Series.shift
- Shift index by desired number of periods.
DataFrame.corr
- Compute pairwise correlation of columns.
DataFrame.corrwith
- Compute pairwise correlation between rows or columns of two DataFrame objects.
Notes
If the Pearson correlation is not well defined return ‘NaN’.
Examples
>>> s = pd.Series([0.25, 0.5, 0.2, -0.05]) >>> s.autocorr() # doctest: +ELLIPSIS 0.10355... >>> s.autocorr(lag=2) # doctest: +ELLIPSIS -0.99999...
If the Pearson correlation is not well defined, then ‘NaN’ is returned.
>>> s = pd.Series([1, 0, 0, 0]) >>> s.autocorr() nan