From a5633c2045b2946b5ea8b83b89f3af6ab6d0fcfa Mon Sep 17 00:00:00 2001
From: Mayank Anand <36782063+mayankanand007@users.noreply.github.com>
Date: Tue, 7 Dec 2021 15:29:27 -0500
Subject: [PATCH] Adding support for `Series.autocorr` (#9833)

Fixes: #9635

TODO:
- [x] add implementation
- [x] tests
- [x] add to `.rst` files for documentation

Authors:
  - Mayank Anand (https://github.com/mayankanand007)

Approvers:
  - GALI PREM SAGAR (https://github.com/galipremsagar)
  - Michael Wang (https://github.com/isVoid)

URL: https://github.com/rapidsai/cudf/pull/9833
---
 docs/cudf/source/api_docs/series.rst  |  1 +
 python/cudf/cudf/core/frame.py        |  1 -
 python/cudf/cudf/core/series.py       | 25 +++++++++++++++++++++++++
 python/cudf/cudf/tests/test_series.py | 17 +++++++++++++++++
 4 files changed, 43 insertions(+), 1 deletion(-)

diff --git a/docs/cudf/source/api_docs/series.rst b/docs/cudf/source/api_docs/series.rst
index a3b621a9f7d..d234dfc4bcb 100644
--- a/docs/cudf/source/api_docs/series.rst
+++ b/docs/cudf/source/api_docs/series.rst
@@ -118,6 +118,7 @@ Computations / descriptive stats
    Series.abs
    Series.all
    Series.any
+   Series.autocorr
    Series.ceil
    Series.clip
    Series.corr
diff --git a/python/cudf/cudf/core/frame.py b/python/cudf/cudf/core/frame.py
index d7a75cb9f40..9969b9ac0fa 100644
--- a/python/cudf/cudf/core/frame.py
+++ b/python/cudf/cudf/core/frame.py
@@ -1919,7 +1919,6 @@ def round(self, decimals=0, how="half_even"):
         2   0.7   0.0
         3   0.2   0.0
         """
-
         if isinstance(decimals, cudf.Series):
             decimals = decimals.to_pandas()
 
diff --git a/python/cudf/cudf/core/series.py b/python/cudf/cudf/core/series.py
index 0f0ebe55043..3aae79af4e8 100644
--- a/python/cudf/cudf/core/series.py
+++ b/python/cudf/cudf/core/series.py
@@ -2824,6 +2824,31 @@ def corr(self, other, method="pearson", min_periods=None):
 
         return lhs._column.corr(rhs._column)
 
+    def autocorr(self, lag=1):
+        """Compute the lag-N autocorrelation. This method computes the Pearson
+        correlation between the Series and its shifted self.
+
+        Parameters
+        ----------
+        lag : int, default 1
+            Number of lags to apply before performing autocorrelation.
+
+        Returns
+        -------
+        result : float
+            The Pearson correlation between self and self.shift(lag).
+
+        Examples
+        --------
+        >>> import cudf
+        >>> s = cudf.Series([0.25, 0.5, 0.2, -0.05])
+        >>> s.autocorr()
+        0.10355263309024071
+        >>> s.autocorr(lag=2)
+        -0.9999999999999999
+        """
+        return self.corr(self.shift(lag))
+
     def isin(self, values):
         """Check whether values are contained in Series.
 
diff --git a/python/cudf/cudf/tests/test_series.py b/python/cudf/cudf/tests/test_series.py
index 20f5f3a19e4..d59e3ba7571 100644
--- a/python/cudf/cudf/tests/test_series.py
+++ b/python/cudf/cudf/tests/test_series.py
@@ -1348,6 +1348,23 @@ def test_nullable_bool_dtype_series(data, bool_dtype):
     assert_eq(psr, gsr.to_pandas(nullable=True))
 
 
+@pytest.mark.parametrize(
+    "cudf_series",
+    [
+        cudf.Series([0.25, 0.5, 0.2, -0.05]),
+        cudf.Series([0, 1, 2, np.nan, 4, cudf.NA, 6]),
+    ],
+)
+@pytest.mark.parametrize("lag", [1, 2, 3, 4])
+def test_autocorr(cudf_series, lag):
+    psr = cudf_series.to_pandas()
+
+    cudf_corr = cudf_series.autocorr(lag=lag)
+    pd_corr = psr.autocorr(lag=lag)
+
+    assert_eq(pd_corr, cudf_corr)
+
+
 @pytest.mark.parametrize(
     "data",
     [