sandbox.tsa.movstat.movmoment()

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 : array 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.