varwg.smoothing.autocorr¶
- varwg.smoothing.autocorr(data, lag=1, window_len=100)[source]¶
Moving autocorrelation. Returned array has the same length as data. This is achieved by assuming a special kind of periodicity: end of data is prepended to the beginning. You might be better off ignoring the first window_len elements.
- Parameters:
- data1dim ndarray
- lagint, optional
- window_lenint, optional
window length, need i say more?