pandas.Series.autocorr — pandas 2.2.3 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:

lagint, 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()
0.10355... s.autocorr(lag=2)
-0.99999...

If the Pearson correlation is not well defined, then ‘NaN’ is returned.

s = pd.Series([1, 0, 0, 0]) s.autocorr() nan