[SciPy-user] Autocorrelation

Pierre Barbier de Reuille Pierre.Barbier_De_reuille at sophia.inria.fr
Tue Aug 15 11:18:43 CDT 2006


David Huard wrote:
> Hi,
> I haven't seen in Scipy a function to compute the autocorrelation of a
> time series. Is there one I missed ?
>
Isn't numpy.correlate enough ? For autocorrelation you can do something
like:

r = numpy.correlate(x, x)

no ?

Pierre
> Thanks,
>
> David
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