Cross-correlation (time-lag-correlation) with pandas?
As far as I can tell, there isn’t a built in method that does exactly what you are asking. But if you look at the source code for the pandas Series method autocorr, you can see you’ve got the right idea: def autocorr(self, lag=1): “”” Lag-N autocorrelation Parameters ———- lag : int, default 1 Number … Read more