statsmodels.sandbox.tsa.movstat.movmoment¶
-
statsmodels.sandbox.tsa.movstat.
movmoment
(x, k, windowsize=3, lag='lagged')[source]¶ non-central moment
- Parameters
x : ndarray
time series data
windsize : int
window size
lag : ‘lagged’, ‘centered’, or ‘leading’
location of window relative to current position
- Returns
mk : ndarray
k-th moving non-central moment, with same shape as x
Notes
If data x is 2d, then moving moment is calculated for each column.