pandas.core.window.Rolling.var

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

Calculate unbiased rolling variance.

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.var

Equivalent method for Series

DataFrame.var

Equivalent method for DataFrame

numpy.var

Equivalent method for Numpy array

Notes

The default ddof of 1 used in Series.var() is different than the default ddof of 0 in numpy.var().

A minimum of 1 period is required for the rolling calculation.

Examples

>>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
>>> s.rolling(3).var()
0         NaN
1         NaN
2    0.333333
3    1.000000
4    1.000000
5    1.333333
6    0.000000
dtype: float64

>>> s.expanding(3).var()
0         NaN
1         NaN
2    0.333333
3    0.916667
4    0.800000
5    0.700000
6    0.619048
dtype: float64