Write Python code that produces an array called epsilon of length 10000 for which plt. acorr (epsilon), the plot of correlation between values, produces a plot with a correlation above 0.25 at lags 0,1 and 2, and has a correlation below 0.05 for lags strictly larger than 2. Hand in your code and your plot.

Check the explanation

Explanation:

acorr () is function in matplotlib module in python. acorr () in full meaning is Auto-Correlation function (). and it it generally used to find out Auto-Correlation of array of x element.

matplotlib. pyplot. acorr ()

# Implementation acorr ()

import matplotlib. pyplot as plt

import numpy as np

epsilon = np. random. randn (1000)

plt. title ("Autocorrelation")

plt. acorr (epsilon, usevlines = True,

normed = True, maxlags = 2,

lw = 3)

plt. grid (True)

plt. show ()

also i have created the exmaple for both Auto as well as cross correlation as below

import matplotlib. pyplot as plt

import numpy as np

np. random. seed (10**3)

x, y = np. random. randn (2, 1000)

fig, [ax1, ax2] = plt. subplots (2, 1, sharex=True)

ax2. acorr (x, usevlines=True, normed=True, maxlags=50, lw=2)

ax2. grid (True)

ax1. xcorr (x, y, usevlines=True, maxlags=50, normed=True, lw=2)

ax1. grid (True)

plt. show ()