"""Autocorrelation plot."""
from .signatures import univariate_recipe
import altair as alt
from autosig import autosig, Signature, param
import numpy as np
import pandas as pd
[docs]@autosig(
univariate_recipe
+ Signature(
max_lag=param(
default=None,
converter=int,
position=2,
docstring="""int
Maximum lag to show in the plot, defaults to number of rows in data""",
)
)
)
def autocorrelation(data=None, column=0, max_lag=None, height=600, width=800):
"""Generate an autocorrelation plot."""
max_lag = data.shape[0] - 1 if max_lag is None else int(max_lag)
lags = np.arange(0, max_lag + 1)
_data = pd.DataFrame(
dict(Lag=lags, Autocorrelation=[data[column].autocorr(lag=lag) for lag in lags])
)
return (
alt.Chart(_data, height=height, width=width)
.mark_bar()
.encode(x="Lag:O", y="Autocorrelation")
)