Python Pandas: rolling_kurt vs. scipy.stats.kurtosis -


i trying figure out why following code returns different values sample's kurtosis:

import pandas import scipy e = pandas.dataframe([1, 2, 3, 4, 5, 4, 3, 2, 1]) print "pandas.rolling_kurt:\n", pandas.rolling_kurt(e, window=9) print "\nscipy.stats.kurtosis:", scipy.stats.kurtosis(e) 

the output getting:

pandas.rolling_kurt:           0 0       nan 1       nan 2       nan 3       nan 4       nan 5       nan 6       nan 7       nan 8 -1.060058  scipy.stats.kurtosis: [-1.15653061] 

i have tried play pearson vs fisher setting no avail.

setting bias=false seems it:

in [3]: scipy.stats.kurtosis(e,bias=false) out[3]: array([-1.06005831]) 

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