pandas.core.window.Rolling.std

Rolling.std(ddof=1, *args, **kwargs)

Calculate rolling standard deviation.

Normalized by N-1 by default. This can be changed using the ddof argument.

Parameters:

ddof : int, default 1

Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

*args, **kwargs

For NumPy compatibility. No additional arguments are used.

Returns:

Series or DataFrame

Returns the same object type as the caller of the rolling calculation.

See also

Series.rolling

Calling object with Series data

DataFrame.rolling

Calling object with DataFrames

Series.std

Equivalent method for Series

DataFrame.std

Equivalent method for DataFrame

numpy.std

Equivalent method for Numpy array

Notes

The default ddof of 1 used in Series.std is different than the default ddof of 0 in numpy.std.

A minimum of one period is required for the rolling calculation.

Examples

>>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
>>> s.rolling(3).std()
0         NaN
1         NaN
2    0.577350
3    1.000000
4    1.000000
5    1.154701
6    0.000000
dtype: float64

>>> s.expanding(3).std()
0         NaN
1         NaN
2    0.577350
3    0.957427
4    0.894427
5    0.836660
6    0.786796
dtype: float64