`dataFrame.column.stat — autoCorr()`

Description

The autoCorr() method of the stat object computes the autocorrelation of the values in the selected column.

Signature

dataFrame.column(columnName).stat.autoCorr({ lag: 1 })

Scope: column
Family: stat
Returns: number

Arguments

columnName (string): The name of the column from which to calculate statistics.
options (object): Autocorrelation options.

Option

lag (number): The number of positions by which values are shifted before computing the correlation. (Default: 1.)

Returns

stat (number): The autocorrelation coefficient.

Notes

A value close to 1 indicates a strong positive autocorrelation.
A value close to -1 indicates a strong negative autocorrelation.
A value close to 0 indicates little or no autocorrelation.

Example

// perform the autocorrelation test
var stat = dataFrame.column('revenue').stat.autoCorr({ lag: 7 });

// log the test stat
notebook.log(stat);