Skip to content

BUG: Wrong skewness and kurtosis in Rolling.{skew,kurt} for degenerate distributions #62864

@Alvaro-Kothe

Description

@Alvaro-Kothe

Pandas version checks

  • I have checked that this issue has not already been reported.

  • I have confirmed this bug exists on the latest version of pandas.

  • I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd

data = [42] * 10
window = pd.Series(data).rolling(5)

print(window.skew())
# 0    NaN
# 1    NaN
# 2    NaN
# 3    NaN
# 4    0.0
# 5    0.0
# 6    0.0
# 7    0.0
# 8    0.0
# 9    0.0
# dtype: float64

print(window.kurt())
# 0    NaN
# 1    NaN
# 2    NaN
# 3    NaN
# 4   -3.0
# 5   -3.0
# 6   -3.0
# 7   -3.0
# 8   -3.0
# 9   -3.0
# dtype: float64

Issue Description

When applying rolling.skew() and rolling.kurt() to a series of constant values, the results are 0.0 for skew and -3.0 for kurtosis once the window is full. However, since the data is constant, the variance is zero, making both skewness and kurtosis mathematically undefined.

Expected Behavior

The expected result should be NaN for these cases, as division by zero (variance) occurs in the formulas.

Installed Versions

INSTALLED VERSIONS

commit : ea75dd7
python : 3.13.9
python-bits : 64
OS : Linux
OS-release : 6.17.4-200.fc42.x86_64
Version : #1 SMP PREEMPT_DYNAMIC Sun Oct 19 18:47:49 UTC 2025
machine : x86_64
processor :
byteorder : little
LC_ALL : None
LANG : pt_BR.UTF-8
LOCALE : pt_BR.UTF-8

pandas : 3.0.0.dev0+2592.gea75dd7b3b
numpy : 2.3.4
dateutil : 2.9.0.post0
pip : 25.2
Cython : 3.2.0b1
sphinx : 8.2.3
IPython : 9.6.0
adbc-driver-postgresql: None
adbc-driver-sqlite : None
bs4 : 4.14.2
bottleneck : 1.6.0
fastparquet : 2024.11.0
fsspec : 2025.9.0
html5lib : 1.1
hypothesis : 6.142.3
gcsfs : 2025.9.0
jinja2 : 3.1.6
lxml.etree : 6.0.2
matplotlib : 3.10.7
numba : 0.62.1
numexpr : 2.14.1
odfpy : None
openpyxl : 3.1.5
psycopg2 : 2.9.11
pymysql : 1.4.6
pyarrow : 21.0.0
pyiceberg : 0.10.0
pyreadstat : 1.3.1
pytest : 8.4.2
python-calamine : None
pytz : 2025.2
pyxlsb : 1.0.10
s3fs : 2025.9.0
scipy : 1.16.2
sqlalchemy : 2.0.44
tables : 3.10.2
tabulate : 0.9.0
xarray : 2025.10.1
xlrd : 2.0.2
xlsxwriter : 3.2.9
zstandard : 0.25.0
qtpy : None
pyqt5 : None

Metadata

Metadata

Assignees

No one assigned

    Labels

    BugWindowrolling, ewma, expanding

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions