Correlation

Example using your package

correlation-spearman_corr                                                                               -1.0
correlation-spearman_pval                                                                                0.0
correlation-pearson_corr                                                                                -1.0
correlation-pearson_pval                                                                                 0.0
correlation-crosscorr                                                                     [996577.769777203]
correlation-model            {'numpy.correlate': [996577.769777203], 'numpy.corrcoef': [[1.0, -1.0], [-1....
correlation-id                                                                                   Correlation
dtype: object


         Correlation
==============================
Pearson:                -1.000
Spearman:               -1.000
Cross correlation:  996577.770
==============================

Identifier:
Correlation

# Libraries
import numpy as np
import pandas as pd

# Import statsmodels
from statsmodels.tsa.stattools import adfuller

# Import pyAMR
from pyamr.core.stats.correlation import CorrelationWrapper

# ----------------------------
# set basic configuration
# ----------------------------
# Set pandas configuration.
pd.set_option('display.max_colwidth', 80)
pd.set_option('display.width', 150)
pd.set_option('display.precision', 4)

# ----------------------------
# create data
# ----------------------------
# Constants
length = 100
offset = 100
slope = 10

# Create timeseries.
x = np.arange(length)
n = np.random.rand(length)
y1 = n * slope + offset
y2 = n * (-slope) + offset

# ----------------------------
# create correlation object
# ----------------------------
# Create object
correlation = CorrelationWrapper().fit(x1=y1, x2=y2)

# Print series.
print("\n")
print(correlation.as_series())

# Print summary.
print("\n")
print(correlation.as_summary())

# Print identifier.
print("\nIdentifier:")
print(correlation._identifier())