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 – k-th moving non-central moment, with same shape as x

Return type:

array

Notes

If data x is 2d, then moving moment is calculated for each column.

© 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.movmoment.html