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.