sandbox.tsa.movstat.movorder()

statsmodels.sandbox.tsa.movstat.movorder

statsmodels.sandbox.tsa.movstat.movorder(x, order='med', windsize=3, lag='lagged') [source]

moving order statistics

Parameters:	x : array time series data order : float or ‘med’, ‘min’, ‘max’ which order statistic to calculate windsize : int window size lag : ‘lagged’, ‘centered’, or ‘leading’ location of window relative to current position
Returns:	filtered array