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.