31 lines
999 B
Python
31 lines
999 B
Python
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import numpy as np
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class TestAutoCorr:
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def test_autocorr(self, datetime_series):
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# Just run the function
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corr1 = datetime_series.autocorr()
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# Now run it with the lag parameter
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corr2 = datetime_series.autocorr(lag=1)
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# corr() with lag needs Series of at least length 2
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if len(datetime_series) <= 2:
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assert np.isnan(corr1)
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assert np.isnan(corr2)
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else:
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assert corr1 == corr2
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# Choose a random lag between 1 and length of Series - 2
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# and compare the result with the Series corr() function
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n = 1 + np.random.randint(max(1, len(datetime_series) - 2))
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corr1 = datetime_series.corr(datetime_series.shift(n))
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corr2 = datetime_series.autocorr(lag=n)
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# corr() with lag needs Series of at least length 2
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if len(datetime_series) <= 2:
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assert np.isnan(corr1)
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assert np.isnan(corr2)
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else:
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assert corr1 == corr2
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