BUG: roll_skew and roll_kurt compute different result when input same data with diffrent length (original) (raw)

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Reproducible Example

import pandas as pd import numpy as np

a = np.random.random(20)*1000 a1 = a[:10] a2 = a[:12] df = pd.Series(a1) df2 = pd.Series(a2) r1 = df.rolling(8, min_periods=1).skew() r2 = df2.rolling(8, min_periods=1).skew() print(np.where(r1.values[:10] == r2.values[:10]))

r1 = df.rolling(8, min_periods=1).kurt() r2 = df2.rolling(8, min_periods=1).kurt() print(np.where(r1.values[:10] == r2.values[:10]))

Issue Description

rolling skew and kurt compute different result when input same data with diffrent length.
With the rolling window of exactly same data, I think it is wired to have different result right?
It is basically caused by minus mean value from the series, in source tree pandas/_libs/window/aggregations.pyx:621-624 and same code exist in roll_kurt too.

Expected Behavior

rolling skew and kurt result should be same.

Installed Versions

INSTALLED VERSIONS

commit : 0f43794
python : 3.10.7.final.0
python-bits : 64
OS : Linux
OS-release : 5.19.0-46-generic
Version : #47-Ubuntu SMP PREEMPT_DYNAMIC Fri Jun 16 13:30:11 UTC 2023
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 2.0.3
numpy : 1.23.1
pytz : 2023.3
dateutil : 2.8.2
setuptools : 59.6.0
pip : 23.2.1
Cython : 0.29.34
pytest : 7.3.1
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : 3.1.2
lxml.etree : 4.9.2
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.13.2
pandas_datareader: None
bs4 : 4.12.2
bottleneck : None
brotli : None
fastparquet : None
fsspec : 2023.5.0
gcsfs : None
matplotlib : 3.7.1
numba : 0.57.0
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 12.0.0
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.10.1
snappy : None
sqlalchemy : 2.0.16
tables : None
tabulate : 0.9.0
xarray : None
xlrd : None
zstandard : None
tzdata : 2023.3
qtpy : None
pyqt5 : None