pandas.api.typing.Rolling.sem

Rolling.sem(ddof=1, numeric_only=False)

Calculate the rolling standard error of mean.

This is computed as the rolling standard deviation divided by the square root of the rolling count. A minimum of one period is required.

Parameters:

ddofint, default 1

Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

numeric_onlybool, default False

Include only float, int, boolean columns.

Returns:

Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

See also

Series.rolling

Calling rolling with Series data.

DataFrame.rolling

Calling rolling with DataFrames.

Series.sem

Aggregating sem for Series.

DataFrame.sem

Aggregating sem for DataFrame.

Notes

A minimum of one period is required for the calculation.

Examples

>>> s = pd.Series([0, 1, 2, 3])
>>> s.rolling(2, min_periods=1).sem()
0    NaN
1    0.5
2    0.5
3    0.5
dtype: float64