7.19.4.25. statsmodels.sandbox.tsa.movstat.movvar¶

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