sandbox.tsa.movstat.movvar()

statsmodels.sandbox.tsa.movstat.movvar

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

moving window variance

Parameters:

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

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