autocorr(self, lag=1) -> 'float'
This method computes the Pearson correlation between the Series and its shifted self.
If the Pearson correlation is not well defined return 'NaN'.
Number of lags to apply before performing autocorrelation.
The Pearson correlation between self and self.shift(lag).
Compute the lag-N autocorrelation.
DataFrame.corr
Compute pairwise correlation of columns.
DataFrame.corrwith
Compute pairwise correlation between rows or columns of two DataFrame objects.
Series.corr
Compute the correlation between two Series.
Series.shift
Shift index by desired number of periods.
>>> s = pd.Series([0.25, 0.5, 0.2, -0.05])This example is valid syntax, but we were not able to check execution
... 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.
This example is valid syntax, but we were not able to check execution>>> s = pd.Series([1, 0, 0, 0])See :
... s.autocorr() nan
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