Autocorrelation

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import numpy as np
import plotpress

rng = np.random.default_rng(3)
# AR(1) process: neighbouring samples correlate, so acorr decays with lag
x = np.zeros(600)
for i in range(1, x.size):
    x[i] = 0.8 * x[i - 1] + rng.standard_normal()

fig, ax = plotpress.subplots()
ax.acorr(x, maxlags=40, color="C0")
ax.set_title("acorr"); ax.set_xlabel("lag")