pandas.core.window.Rolling.corr¶

Rolling.corr(other=None, pairwise=None, **kwargs)[source]

rolling sample correlation

Parameters: other : Series, DataFrame, or ndarray, optional if not supplied then will default to self and produce pairwise output pairwise : bool, default None If False then only matching columns between self and other will be used and the output will be a DataFrame. If True then all pairwise combinations will be calculated and the output will be a Panel in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used. same type as input
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