pandas.Series.autocorr — pandas 0.24.0rc1 documentation (original) (raw)
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). |
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