Autocorrelation function for 1d arrays.
Parameters: | x : array
unbiased : bool
nlags: int, optional :
qstat : bool, optional
fft : bool, optional
alpha : scalar, optional
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Returns: | acf : array
confint : array, optional
qstat : array, optional
pvalues : array, optional
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Notes
The acf at lag 0 (ie., 1) is returned.
This is based np.correlate which does full convolution. For very long time series it is recommended to use fft convolution instead.
If unbiased is true, the denominator for the autocovariance is adjusted but the autocorrelation is not an unbiased estimtor.