ARIMA_15min.py 文件源码

def autocorrelation(x,lags):                                                  #Temporal correlation  
    n = len(x)
    x = np.array(x)
    result = [np.correlate(x[i:] - x[i:].mean(),x[:n-i]-x[:n-i].mean())[0]\
            /(x[i:].std()*x[:n-i].std()*(n-i)) for i in range(1,lags+1)]
    return result