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 – k-th moving non-central moment, with same shape as x
Return type:	array

Notes

If data x is 2d, then moving moment is calculated for each column.