[SciPy-User] autocorrelation

[Bala subramanian]

Thanks a lot, that solved the problem. This is what i am trying to get.

On Tue, Jun 19, 2012 at 6:29 PM, <josef.pktd at gmail.com> wrote:

> On Tue, Jun 19, 2012 at 12:18 PM, Skipper Seabold <jsseabold at gmail.com>
> wrote:
> > On Tue, Jun 19, 2012 at 12:03 PM, Jaidev Deshpande
> > <deshpande.jaidev at gmail.com> wrote:
> >>
> >> On Tue, Jun 19, 2012 at 9:21 PM, Bala subramanian
> >> <bala.biophysics at gmail.com> 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 at scipy.org
> >> > http://mail.scipy.org/mailman/listinfo/scipy-user
> >> >
> >>
> >> Hi,
> >>
> >> You can use the numpy.corrcoef function. Please refer to this
> >>
> >>
> http://docs.scipy.org/doc/numpy/reference/generated/numpy.corrcoef.html#numpy.corrcoef
> >>
> >> 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.
>
> Josef
>
>
> >
> > import statsmodels.api as sm
> > import matplotlib.pyplot as plt
> >
> > plt.interactive(False)
> > fig = plt.figure()
> > ax = fig.add_subplot(111)
> >
> > acf = sm.tsa.acf(y, nlags=250)
> >
> > ax.bar(np.arange(251), acf)
> > plt.show()
> >
> >
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> >
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-- 
C. Balasubramanian
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