pandas.plotting.autocorrelation_plot

pandas.plotting.autocorrelation_plot(series, ax=None, **kwargs)[source]

Autocorrelation plot for time series.

Parameters
series:Time series
ax:Matplotlib axis object, optional
**kwargs

Options to pass to matplotlib plotting method.

Returns
class:matplotlib.axis.Axes

Examples

The horizontal lines in the plot correspond to 95% and 99% confidence bands.

The dashed line is 99% confidence band.

>>> spacing = np.linspace(-9 * np.pi, 9 * np.pi, num=1000)
>>> s = pd.Series(0.7 * np.random.rand(1000) + 0.3 * np.sin(spacing))
>>> pd.plotting.autocorrelation_plot(s)
../../_images/pandas-plotting-autocorrelation_plot-1.png

© 2008–2021, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/1.3.4/reference/api/pandas.plotting.autocorrelation_plot.html