Classe « Series »

Méthode pandas.Series.autocorr

Signature de la méthode autocorr

def autocorr(self, lag=1) -> float 

Description

autocorr.__doc__

        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