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:
Return type:	filtered array