statsmodels.sandbox.tsa.movstat.movvar¶ statsmodels.sandbox.tsa.movstat.movvar(x, windowsize=3, lag='lagged')[source]¶ moving window variance Parameters xndarraytime series data windsizeintwindow size lag‘lagged’, ‘centered’, or ‘leading’location of window relative to current position Returns mkndarraymoving variance, with same shape as x