def autocorr(self, lag=<NUM_LIT:1>):
return self.corr(self.shift(lag))<EOL>
Compute the lag-N autocorrelation.

This method computes the Pearson correlation between
the Series and its shifted self.

Parameters
----------
lag : int, default 1
    Number of lags to apply before performing autocorrelation.

Returns
-------
float
    The Pearson correlation between self and self.shift(lag).

See Also
--------
Series.corr : Compute the correlation between two Series.
Series.shift : Shift index by desired number of periods.
DataFrame.corr : Compute pairwise correlation of columns.
DataFrame.corrwith : Compute pairwise correlation between rows or
    columns of two DataFrame objects.

Notes
-----
If the Pearson correlation is not well defined return 'NaN'.

Examples
--------
>>> s = pd.Series([0.25, 0.5, 0.2, -0.05])
>>> s.autocorr()  # doctest: +ELLIPSIS
0.10355...
>>> s.autocorr(lag=2)  # doctest: +ELLIPSIS
-0.99999...

If the Pearson correlation is not well defined, then 'NaN' is returned.

>>> s = pd.Series([1, 0, 0, 0])
>>> s.autocorr()
nan