AutoCorr

Measures the serial correlation.

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

Parameters

• lag

  Type → 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]:
    auto_corr.update(x)
    print(auto_corr.get())

0
0
-1.0
0.103552

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

0
0
0
-1.0

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

0
0
0
0

Methods

get

Return the current value of the statistic.

update

Update the called instance.

Parameters

• x — 'numbers.Number'