ENH: Implement sem for Rolling and Expanding

[phofl]

• closes Standard Error of the Mean Unavailable in RollingGroupby #26476
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

I added sem to the Rolling and Expanding API as mentioned in the issue linked above.

[mroeschke]

Thanks. Could you also add tests for groupby().rolling().sem() and groupby().expanding().sem()?

[phofl]

Done, count also counts for the grouping column. Is this the expected behavior?

[mroeschke]

Could you give a small example for the count behavior?

[phofl]

The snippet

df = pd.DataFrame([["a", 1], ["a", 2], ["b", 1], ["b", 2], ["b", 3]], columns=["a", "b"])
result = df.groupby("a").rolling(2, min_periods=1).count()
print(result)

returns

       a    b
a            
a 0  1.0  1.0
  1  2.0  2.0
b 2  1.0  1.0
  3  2.0  2.0
  4  2.0  2.0

I would not have expected a to be a column and part of the index.

[mroeschke]

Thanks, I think that's a known bug #32262

[jreback]

thanks @phofl very nice