I am trying to find the rolling correlation of 5 periods between columns [‘High’] and [‘Low’].
I manage to calculate it but there is an error:
FutureWarning: pd.rolling_corr is deprecated for Series and will be removed in a future version, replace with
Tried replacing it but it doesnt work. Any help?
import pandas as pd df_Gold = pd.read_csv('GoldData.csv') df_Gold['High_Low'] = pd.rolling_corr(df_Gold['High'],df_Gold['Low'],5) print(df_Gold.tail())
df['Col1'].rolling(5).corr(df['Col2'])#pandas V 0.20
pd.rolling_corr(df['Col1'],df['Col2'],window=5)#panda V 0.17 (notice pd.rolling_corr is deprecated for Series )