I’m trying to use rolling median lags of last n number of days. Since rolling uses Date Index, I want to use row index as there are gaps in my dataset. Any suggestions on how to do that?
Hi @mihir, could you build a minimal reproducible example of your problem?
As stated in the documentation:
Size of the moving window. This is the number of observations used for calculating the statistic. When not using a
DatetimeIndex, the window size must not be so large as to span more than one adjacent partition. If using an offset or offset alias like ‘5D’, the data must have aDatetimeIndex
Moreover, you’ve also got min_periods kwarg for handling minimum number of observations, so gaps should not be a problem?