hipdf.Series.autocorr

20 min read time

Applies to Linux

Series.autocorr(lag=1)

Compute the lag-N autocorrelation. 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

resultfloat

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

Examples

>>> import cudf
>>> s = cudf.Series([0.25, 0.5, 0.2, -0.05, 0.17])
>>> s.autocorr()
0.1438853844...
>>> s.autocorr(lag=2)
-0.9647548490...