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2 parents 20a85f8 + 451f308 commit a4875d6Copy full SHA for a4875d6
pandas/stats/ols.py
@@ -614,7 +614,8 @@ class MovingOLS(OLS):
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size of window (for rolling/expanding OLS)
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min_periods : int
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Threshold of non-null data points to require.
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- If None, defaults to size of window.
+ If None, defaults to size of window for window_type='rolling' and 1
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+ otherwise
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intercept : bool
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True if you want an intercept.
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nw_lags : None or int
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