[PYTHON] How to calculate the autocorrelation coefficient

1 This article

Explain how to calculate the autocorrelation coefficient with python.

2 methods

Automatically calculate the autocorrelation coefficient of data with a 3-day cycle. (Use plot_acf)


#Define data.
from statsmodels.graphics.tsaplots import plot_acf
import pandas as pd
import numpy as np

dat = [

#Store dat in DataFrame type variable df.
df = pd.DataFrame(dat,columns=["A","B"])

print("Show df","\n",df)

fig, ax = plt.subplots(ncols=2, figsize=(15, 4))
sns.lineplot(x="A", y="B", data=df,ax=ax[0])
plot_acf(df["B"].dropna(), lags=10, zero=False,ax=ax[1]) #When calculating the autocorrelation, it cannot be calculated correctly if there is NA.


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