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# Autocorrelation plot using Matplotlib

• Last Updated : 10 Jul, 2020

Autocorrelation plots are a commonly used tool for checking randomness in a data set. This randomness is ascertained by computing autocorrelations for data values at varying time lags.

Characterstics Of Autocorrelation Plot :

• It measures a set of current values against a set of past values and finds whether they correlate.
• It is the correlation of one-time series data to another time series data which has a time lag.
• It varies from +1 to -1.
• An autocorrelation of +1 indicates that if the time series one increases in value the time series 2 also increases in proportion to the change in time series 1.
• An autocorrelation of -1 indicates that if the time series one increases in value the time series 2 decreases in proportion to the change in time series 1.

Application of Autocorreation:

• Pattern recognition.
• Signal detection.
• Signal processing.
• Estimating pitch.
• Technical analysis of stocks.

## Plotting the Autocorrelation Plot

To plot the Autocorrelation Plot we can use matplotlib and plot it easily by using `matplotlib.pyplot.acorr()` function.

Syntax: matplotlib.pyplot.acorr(x, *, data=None, **kwargs)

parameters:

• ‘x’ : This parameter is a sequence of scalar.
• ‘detrend’ : This parameter is an optional parameter. Its default value is mlab.detrend_none.
• ‘normed’ : This parameter is also an optional parameter and contains the bool value. Its default value is True.
• ‘usevlines’ : This parameter is also an optional parameter and contains the bool value. Its default value is True.
• ‘maxlags’ : This parameter is also an optional parameter and contains the integer value. Its default value is 10.
• ‘linestyle’ : This parameter is also an optional parameter and used for plotting the data points, only when usevlines is False.
• ‘marker’ : This parameter is also an optional parameter and contains the string. Its default value is ‘o’.

Returns: (lags, c, line, b)
Where:

• lags are a length 2`maxlags+1 lag vector.
• c is the 2`maxlags+1 auto correlation vectorI.
• line is a Line2D instance returned by plot.
• b is the x-axis.

Example 1:

 `# Importing the libraries.``import` `matplotlib.pyplot as plt ``import` `numpy as np ``   ` `# Data for which we plot Autocorreleation.``data ``=` `np.array([``12.0``, ``24.0``, ``7.``, ``20.0``,``                 ``7.0``, ``22.0``, ``18.0``,``22.0``,``                 ``6.0``, ``7.0``, ``20.0``, ``13.0``,``                 ``8.0``, ``5.0``, ``8``])``   ` `# Adding plot title.``plt.title(``"Autocorrelation Plot"``) `` ` `# Providing x-axis name.``plt.xlabel(``"Lags"``) `` ` `# Plotting the Autocorreleation plot.``plt.acorr(data, maxlags ``=` `10``) `` ` `# Displaying the plot.``print``(``"The Autocorreleation plot for the data is:"``)``plt.grid(``True``)`` ` `plt.show() `

Output: Example 2:

 `# Importing the libraries.``import` `matplotlib.pyplot as plt ``import` `numpy as np ``   ` `# Setting up the rondom seed for ``# fixing the random state.``np.random.seed(``42``) ``   ` `# Creating some random data.``data ``=` `np.random.randn(``25``) ``   ` `# Adding plot title.``plt.title(``"Autocorrelation Plot"``)`` ` `# Providing x-axis name.``plt.xlabel(``"Lags"``)`` ` `# Plotting the Autocorreleation plot.``plt.acorr(data, maxlags ``=` `20``) `` ` `# Displaying the plot.``print``(``"The Autocorreleation plot for the data is:"``)``plt.grid(``True``)`` ` `plt.show() `

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