title: How can I use a Pandas data structure to calculate autocorrelation?
body: <p>I have data in text files that I have successfully parsed into a MultiIndex pandas structure however I don't know if what I have will do what I want it to do.</p>
  
  <p>What I have is a lot of time series data with many identifiers (indices).  I ultimately need to calculate auto correlation times and other time series statistics on each time series.</p>
  
  <pre><code>#!/usr/bin/python
  
  from pandas import Series, DataFrame, MultiIndex
  ...
  data = Series(value, index=[smear, block, obser])
  print data
  
  print data.ix[('0.07','1','0')]
  </code></pre>
  
  <p>This produces output like this for the data structure:</p>
  
  <pre><code>0.07  0  0     1.5802561
           1    0.82228274
           2    0.70917131
           3    0.90707599
           4     0.8517223
           5    0.26346815
        1  0     1.8163109
           1     0.9972372
           2     1.0872181
           3     1.2459765
           4     1.1500478
           5    0.35668446
        2  0     2.0734421
           1     1.2863641
           2     1.4033583
  ...
  0.34  2  3     1.9047537
           4     1.8193612
           5    0.77739654
        3  0     2.2757423
           1     1.5499509
           2     1.6623247
           3     1.8330889
           4     1.7484187
           5    0.72914635
        4  0     2.3269071
           1     1.7137621
           2     1.7359068
           3     1.9162268
           4     1.9714984
           5     1.2095218
  Length: 32100
  </code></pre>
  
  <p>and the time series information I am interested in exists at a specified value of smear, block, obser.  Here an example is given of smear = 0.07, block = 1, obser = 0.  The right most column is my time series data.</p>
  
  <pre><code>0.07  1  0    1.8163109
           0    1.8191682
           0     1.816836
           0    1.8172168
           0    1.8169705
  ...
           0    1.8184542
           0    1.8170772
           0    1.8159326
           0    1.8161826
  Length: 107
  </code></pre>
  
  <p>How do I reshape the data such that I can write functions that will calculate auto correlation times?</p>