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AutoCorr

Measures the serial correlation.

This method computes the Pearson correlation between the current value and the value seen n steps before.

Parameters

  • lag (int)

Attributes

  • name

Examples

The following examples are taken from the pandas documentation.

>>> from river import stats

>>> auto_corr = stats.AutoCorr(lag=1)
>>> for x in [0.25, 0.5, 0.2, -0.05]:
...     print(auto_corr.update(x).get())
0
0
-1.0
0.103552

>>> auto_corr = stats.AutoCorr(lag=2)
>>> for x in [0.25, 0.5, 0.2, -0.05]:
...     print(auto_corr.update(x).get())
0
0
0
-1.0

>>> auto_corr = stats.AutoCorr(lag=1)
>>> for x in [1, 0, 0, 0]:
...     print(auto_corr.update(x).get())
0
0
0
0

Methods

get

Return the current value of the statistic.

update

Update and return the called instance.

Parameters

  • x (numbers.Number)