7.19.4.23. statsmodels.sandbox.tsa.movstat.movmoment¶

statsmodels.sandbox.tsa.movstat.movmoment(x, k, windowsize=3, lag='lagged')[source]¶

non-central moment

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 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.