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

Unbiased moving covariance

Parameters :

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

Returns :

y : type depends on inputs

DataFrame / DataFrame -> DataFrame (matches on columns) DataFrame / Series -> Computes result for each column Series / Series -> Series