sacfpy

sacfpy is a small scientific Python package for reproducing two diagnostics associated with the sample autocorrelation identity discussed by Hassani (2009):

1. The sum of the sample autocorrelations over all positive lags.
2. The raw periodogram / sample spectral density at frequency zero.

The implementation uses the same fixed-divisor sample autocovariance convention described in the paper.

Installation for development

python -m venv .venv
source .venv/bin/activate
python -m pip install --upgrade pip
pip install -e ".[test]"

On Windows PowerShell, activate the environment with:

.venv\Scripts\Activate.ps1

Example

from sacfpy import analyze

x = [1, 2, 3, 5, 4, 7]

result = analyze(x)
print(result)

Typical output contains:

acf_sum: approximately -0.5
periodogram_zero: approximately 0.0

Main functions

• sample_acf(x, max_lag=None)
• sample_acf_sum(x)
• periodogram_zero(x)
• analyze(x)

Run tests

pytest

Build the package

python -m pip install build
python -m build

The wheel and source distribution will be created in dist/.

Reference

Hassani, H. (2009). Sum of the sample autocorrelation function. Random Operators / Stochastic Equations, 17, 125–130.