statsmodels.sandbox.tsa.movstat.movorder¶
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statsmodels.sandbox.tsa.movstat.movorder(x, order='med', windsize=3, lag='lagged')[source]¶ moving order statistics
- Parameters
- xarray
time series data
- orderfloat or ‘med’, ‘min’, ‘max’
which order statistic to calculate
- windsizeint
window size
- lag‘lagged’, ‘centered’, or ‘leading’
location of window relative to current position
- Returns
- filtered array