Drift Estimate from Differences

Problem

Estimate the drift of a series as the mean of its first differences. Because the differences telescope, this equals (x[-1] - x[0]) / (n - 1).

Return 0.0 when the series has fewer than two observations.

Hint

Drift is the average step size of the random walk with drift model.

case 1

in: [[1,3,5,7]]

expected: 2

case 2

in: [[10,10,10]]

expected: 0

case 3

in: [[5]]

expected: 0

case 4

in: [[1,3,2]]

expected: 0.5

Starter codePython

def drift_estimate(series):
    # Your code here
    pass

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