用Python编写程序以计算滞后序列和滞后数量之间的自相关
假设您有序列，并且滞后2的自相关结果为，
Series is: 0 2.0 1 10.0 2 3.0 3 4.0 4 9.0 5 10.0 6 2.0 7 NaN 8 3.0 dtype: float64 series correlation: -0.4711538461538461 series correlation with lags: -0.2933396642805515
解决方案
为了解决这个问题，我们将遵循以下步骤-
定义系列
使用以下方法找到序列自相关，
series.autocorr()
如下计算lag=2的自相关，
series.autocorr(lag=2)
例子
让我们看下面的代码以获得更好的理解，
import pandas as pd
import numpy as np
series = pd.Series([2, 10, 3, 4, 9, 10, 2, np.nan, 3])
print("Series is:\n", series)
print("series correlation:\n",series.autocorr())
print("series correlation with lags:\n",series.autocorr(lag=2))输出
Series is: 0 2.0 1 10.0 2 3.0 3 4.0 4 9.0 5 10.0 6 2.0 7 NaN 8 3.0 dtype: float64 series correlation: -0.4711538461538461 series correlation with lags: -0.2933396642805515