[SciPy-User] autocorrelation

Jaidev Deshpande deshpande.jaidev@gmail....
Tue Jun 19 11:03:33 CDT 2012


On Tue, Jun 19, 2012 at 9:21 PM, Bala subramanian
<bala.biophysics@gmail.com> wrote:
> Friends,
> I need to calculate the autocorrelation of my data. How can i do the same in
> scipy.
>
> I want to make a plot similar to that shown in the following link.
> autocorrelation of the data for a user input time lag.
>
> http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm
>
> --
> C. Balasubramanian
>
>
> _______________________________________________
> SciPy-User mailing list
> SciPy-User@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-user
>

Hi,

You can use the numpy.corrcoef function. Please refer to this
http://docs.scipy.org/doc/numpy/reference/generated/numpy.corrcoef.html#numpy.corrcoef

The plotting can be easily done with matplotlib. If you want the
figure exactly as in the link you provided, you can use the xlabel and
ylabel functions for labeling the axes, and the axis command to set
the range of the X and Y axes.

Regards


More information about the SciPy-User mailing list