Tue Jun 19 11:29:19 CDT 2012
On Tue, Jun 19, 2012 at 12:18 PM, Skipper Seabold <firstname.lastname@example.org> wrote:
> On Tue, Jun 19, 2012 at 12:03 PM, Jaidev Deshpande
> <email@example.com> wrote:
>> On Tue, Jun 19, 2012 at 9:21 PM, Bala subramanian
>> <firstname.lastname@example.org> 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
>> You can use the numpy.corrcoef function. Please refer to this
>> 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.
> You could also use statsmodels. I don't think we have a convenience function
> yet for plotting ACF (pull requests welcome), but you can do something like
> (using the FLICKER.DAT from NIST in that example)
We have it somewhere but I cannot find it in the docs.
Pandas also has it or will get it as part of GSOC.
> import statsmodels.api as sm
> import matplotlib.pyplot as plt
> fig = plt.figure()
> ax = fig.add_subplot(111)
> acf = sm.tsa.acf(y, nlags=250)
> ax.bar(np.arange(251), acf)
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