pandas.stats.moments.rolling_cov

pandas.stats.moments.rolling_cov(arg1, arg2, window, min_periods=None, freq=None, center=False, time_rule=None)

Unbiased moving covariance

arg1 : Series, DataFrame, or ndarray arg2 : Series, DataFrame, or ndarray window : Number of observations used for calculating statistic min_periods : int

Minimum number of observations in window required to have a value
freq : None or string alias / date offset object, default=None
Frequency to conform to before computing statistic time_rule is a legacy alias for freq
y : type depends on inputs
DataFrame / DataFrame -> DataFrame (matches on columns) DataFrame / Series -> Computes result for each column Series / Series -> Series