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