Estimate Autocorrelation using Python

Question

I would like to perform Autocorrelation on the signal shown below. The time between two consecutive points is 2.5ms (or a repetition rate of 400Hz).

Answer 1

I took a part of code from pandas autocorrelation_plot() function. I checked the answers with R and the values are matching exactly.

import numpy
def acf(series):
    n = len(series)
    data = numpy.asarray(series)
    mean = numpy.mean(data)
    c0 = numpy.sum((data - mean) ** 2) / float(n)

    def r(h):
        acf_lag = ((data[:n - h] - mean) * (data[h:] - mean)).sum() / float(n) / c0
        return round(acf_lag, 3)
    x = numpy.arange(n) # Avoiding lag 0 calculation
    acf_coeffs = map(r, x)
    return acf_coeffs