Compute the lag-N autocorrelation.
This method computes the Pearson correlation between the Series and its shifted self.
Number of lags to apply before performing autocorrelation.
The Pearson correlation between self and self.shift(lag).
Notes
If the Pearson correlation is not well defined return âNaNâ.
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 âNaNâ is returned.
>>> s = pd.Series([1, 0, 0, 0]) >>> s.autocorr() nan
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