statsmodels.sandbox.tsa.movstat.movvar¶
- statsmodels.sandbox.tsa.movstat.movvar(x, windowsize=3, lag='lagged')[source]¶
moving window variance
- Parameters:
- x
ndarray
time series data
- windsize
int
window size
- lag‘lagged’, ‘centered’,
or
‘leading’ location of window relative to current position
- x
- Returns:
- mk
ndarray
moving variance, with same shape as x
- mk