Series.autocorr(lag=1)
[source]
Lag-N autocorrelation
Parameters: |
lag : int, default 1 Number of lags to apply before performing autocorrelation. |
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Returns: |
autocorr : float |
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Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.19.2/generated/pandas.Series.autocorr.html