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:
filtered array :