pandas.core.window.rolling.Rolling.skew#

Rolling.skew(numeric_only=False)[source]#

Calculate the rolling unbiased skewness.

Parameters:

numeric_onlybool, default False: Include only float, int, boolean columns.

New in version 1.5.0.

Returns:

Series or DataFrame: Return type is the same as the original object with np.float64 dtype.

See also

scipy.stats.skew: Third moment of a probability density.
pandas.Series.rolling: Calling rolling with Series data.
pandas.DataFrame.rolling: Calling rolling with DataFrames.
pandas.Series.skew: Aggregating skew for Series.
pandas.DataFrame.skew: Aggregating skew for DataFrame.

Notes

A minimum of three periods is required for the rolling calculation.

Examples

>>> ser = pd.Series([1, 5, 2, 7, 12, 6])
>>> ser.rolling(3).skew().round(6)
0         NaN
1         NaN
2    1.293343
3   -0.585583
4    0.000000
5    1.545393
dtype: float64