In [1]:

    

import numpy as np
import pandas as pd
import statsmodels.formula.api as smf
import matplotlib.pyplot as plt
import seaborn as sns

%matplotlib inline


    

In [2]:

    

strikes = pd.read_fwf('data/strikes.dat', header=None)
strikes.index = pd.date_range('1951-1-1', periods=len(strikes), freq='A')


    

In [3]:

    

# Add centered rolling mean
q = [2, 4, 5]
for qi in q:
    strikes['q' + str(qi)] = pd.rolling_mean(strikes.iloc[:, 0], window=2 * qi + 1, center=True)


    

In [4]:

    

strikes.head()


    

    
Out[4]:






  

    

      

      
0
      
q2
      
q4
      
q5
    
  
  

    

      
1951-12-31
      
 4737
      
    NaN
      
         NaN
      
NaN
    
    

      
1952-12-31
      
 5117
      
    NaN
      
         NaN
      
NaN
    
    

      
1953-12-31
      
 5091
      
 4546.6
      
         NaN
      
NaN
    
    

      
1954-12-31
      
 3468
      
 4364.2
      
         NaN
      
NaN
    
    

      
1955-12-31
      
 4320
      
 4075.4
      
 4181.444444
      
NaN
    
  

In [5]:

    

strikes.shape


    

    
Out[5]:





(30, 4)

In [6]:

    

strikes.plot()
plt.plot(pd.ewma(strikes.iloc[:, 1], halflife=2))


    

    
Out[6]:





[<matplotlib.lines.Line2D at 0x108da9eb8>]