dask.dataframe.Series.autocorr

Series.autocorr(lag=1, split_every=False)[source]

Compute the lag-N autocorrelation.

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

Some inconsistencies with the Dask version may exist.

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).

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()  
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