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Pandas.rolling_corr() Deprecated #11

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6 changes: 2 additions & 4 deletions B03898_06_codes/Chapter 6 Notebook.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -619,9 +619,7 @@
"cell_type": "code",
"collapsed": false,
"input": [
"pd.rolling_corr(log_returns['EUROSTOXX'], \n",
" log_returns['VSTOXX'], \n",
" window=252).plot(figsize=(10,8))\n",
"log_returns['EUROSTOXX'].rolling(252).corr(log_ret['VSTOXX']).plot(figsize=(10,8))"
"plt.ylabel('Rolling Annual Correlation')"
],
"language": "python",
Expand Down Expand Up @@ -1043,4 +1041,4 @@
"metadata": {}
}
]
}
}