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BUG: rolling.corr() produces wrong result with equal values #18430
Code Sample, a copy-pastable example if possible
s = pd.Series([1,1,2,2,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,5,0,0,0,7,0,0,0]) pd.rolling_corr(s,s,6)
rolling_corr is producing the wrong result:
This should have nan's instead of 0's for windows with static data.
changed the title from
pd.rolling_corr produces wrong result
BUG:rolling.corr() produces wrong result with equal values
Nov 22, 2017
I am working on this and the fixing is almost done.