Autocorrelation
Do rent prices tend to show a similar pattern when compared year-over-year? If you take the rent prices in Los Angeles and compare them to rent prices one year in the past, will you see a significant relationship? In other words, do rent prices in Los Angeles demonstrate autocorrelation?
A NumPy array of rents has been loaded for Los Angeles (la_rents), as well as the dates associated with each measurement, have been loaded for you. The packages pandas as pd, NumPy as np, Matplotlib as plt, and the stats package from SciPy have all been loaded as well.
Questo esercizio fa parte del corso
Foundations of Inference in Python
Esercizio pratico interattivo
Prova a risolvere questo esercizio completando il codice di esempio.
# Select all but the first twelve rents
la_rents_initial = ____
# Select all but the last twelve rents (12 month lag)
la_rents_lag = ____
# Compute the correlation between the initial values and the lagged values
____
# Check if the p-value is significant at the 5% level
____