Login Register

sandbox.tsa.movstat.movvar()

statsmodels.sandbox.tsa.movstat.movvar

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

moving window variance

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

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.tsa.movstat.movvar.html

doc_statsmodels

2017-01-18 16:16:08

Comments

Leave a Comment

Please login to continue.

Popular Articles

sandbox.tsa.movstat.movmean() statsmodels.sandbox.tsa.movstat.movmean statsmodels.sandbox.tsa.movstat.movmean(x, windowsize=3, lag='lagged') [source] moving window mean Paramet

sandbox.tsa.movstat.movorder() statsmodels.sandbox.tsa.movstat.movorder statsmodels.sandbox.tsa.movstat.movorder(x, order='med', windsize=3, lag='lagged') [source] moving order

sandbox.tsa.movstat.movmoment() statsmodels.sandbox.tsa.movstat.movmoment statsmodels.sandbox.tsa.movstat.movmoment(x, k, windowsize=3, lag='lagged') [source] non-central moment

sandbox.tsa.fftarma.ArmaFft() statsmodels.sandbox.tsa.fftarma.ArmaFft class statsmodels.sandbox.tsa.fftarma.ArmaFft(ar, ma, n) [source] fft tools for arma processes This class

sandbox? sandbox?() Instance Public methods