pandas.stats.moments.rolling_cov

pandas.stats.moments.rolling_cov(arg1, arg2, window, min_periods=None, 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

time_rule : {None, ‘WEEKDAY’, ‘EOM’, 'W@MON‘, ...}, default=None

Name of time rule to conform to before computing statistic

Returns :

y : type depends on inputs

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