xorbits.pandas.Series.autocorr

Series.autocorr(lag=1)

Compute the lag-N autocorrelation.

This method computes the Pearson correlation between the Series and its shifted self.

参数

lag (int, default 1) – Number of lags to apply before performing autocorrelation.

返回

The Pearson correlation between self and self.shift(lag).

返回类型

float

参见

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.

提示

If the Pearson correlation is not well defined return ‘NaN’.

实际案例

>>> 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

This docstring was copied from pandas.core.series.Series.