BUG: Rolling std() error (original) (raw)

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=[1,-1,0,1,3,2,-2,10000000000,1,2,0,-2,1,3,0,1] df=pd.DataFrame(data,columns=['data'])

df.data.rolling(6).std()[-1:] 15 57.250852

df.data.tail(6).std() 1.6431676725154984

Issue Description

When there is a large outliner in the data, then rolling().std() and tail().std() come to different results.

Expected Behavior

The results must be equal

Installed Versions

INSTALLED VERSIONS

commit : e8093ba
python : 3.9.7.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19044
machine : AMD64
processor : AMD64 Family 23 Model 1 Stepping 1, AuthenticAMD
byteorder : little
LC_ALL : None
LANG : None
LOCALE : Russian_Russia.1251

pandas : 1.4.3
numpy : 1.23.1
pytz : 2022.1
dateutil : 2.8.2
setuptools : 62.6.0
pip : 22.1.2
Cython : 0.29.27
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.7.1
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.0.3
IPython : 8.0.1
pandas_datareader: None
bs4 : 4.10.0
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
markupsafe : 2.0.1
matplotlib : 3.5.1
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.7.3
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : 2.0.1
xlwt : None
zstandard : None