autocorrelation in python

acf.py

# Since there is no real autocorrelation compute function in python and numpy
# I write my own one

import numpy as np

# Suppose data array represent a time series data
# each element represent data at given time
# Assume time are equally spaced
def acf(data):
	mean = np.mean(data)
	var = data.var()
	length = len(data)

	acf_array = []
	for t in np.arange(0,length):
		temp = np.mean((data[:(length-t)] - mean)*(data[t:] - mean))/var
		acf_array.append(temp)

	acf_array = np.array(acf_array)
	return acf_array