scikits.statsmodels.sandbox.tsa.movorder

scikits.statsmodels.sandbox.tsa.movorder(x, order='med', windsize=3, lag='lagged')

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 :

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