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pandas.Series.autocorr

Series.autocorr(lag=1) [source]

Lag-N autocorrelation

Parameters:

lag : int, default 1

Number of lags to apply before performing autocorrelation.

Returns:

autocorr : float

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http://pandas.pydata.org/pandas-docs/version/0.19.2/generated/pandas.Series.autocorr.html