sandbox.tsa.movstat.movvar()
statsmodels.sandbox.tsa.movstat.movvar
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statsmodels.sandbox.tsa.movstat.movvar(x, windowsize=3, lag='lagged')
[source] -
moving window variance
Parameters: x : array
time series data
windsize : int
window size
lag : ‘lagged’, ‘centered’, or ‘leading’
location of window relative to current position
Returns: mk : array
moving variance, with same shape as x
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.movstat.movvar.html