mars.dataframe.Series.autocorr¶
- Series.autocorr(lag=1)¶
Compute the lag-N autocorrelation.
This method computes the Pearson correlation between the Series and its shifted self.
- 参数
lag (int, default 1) – Number of lags to apply before performing autocorrelation.
- 返回
The Pearson correlation between self and self.shift(lag).
- 返回类型
参见
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.
提示
If the Pearson correlation is not well defined return ‘NaN’.
实际案例
>>> import mars.dataframe as md >>> s = md.Series([0.25, 0.5, 0.2, -0.05]) >>> s.autocorr().execute() 0.10355... >>> s.autocorr(lag=2).execute() -0.99999...
If the Pearson correlation is not well defined, then ‘NaN’ is returned.
>>> s = md.Series([1, 0, 0, 0]) >>> s.autocorr().execute() nan