MediumProbabilitypr-220

Lag-1 Autocorrelation

Problem

Lag-1 autocorrelation of a sample sequence:

rho = sum((x_i - mean) * (x_{i+1} - mean)) / sum((x_i - mean)^2).

Return 0.0 for fewer than 2 samples or a constant sequence.

Hint

Use the same mean for both the numerator and denominator.

case 1

in: [[1,2,3,4,5]]

expected: 0.4

case 2

in: [[1,1,1]]

expected: 0

case 3

in: [[1,2]]

expected: -0.5

case 4

in: [[5]]

expected: 0

case 5

in: [[1,3,1,3]]

expected: -0.75

Starter codePython

def autocorrelation_lag1(samples):
    # Your code here
    pass

5 test cases · run your code against them in the editor