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from moment_plots import *
np.random.seed(1)
ts = test_series()
s = ts.cumsum()
ts2 = test_series()
s2 = ts2.cumsum()
s[20:50] = np.NaN
s[120:150] = np.NaN
fig, axes = plt.subplots(3, 1, figsize=(8, 10), sharex=True)
ax0, ax1, ax2 = axes
ax0.plot(s.index, s.values)
ax0.plot(s2.index, s2.values)
ax0.set_title('time series')
ax1.plot(s.index, m.rolling_corr(s, s2, 50, min_periods=1).values)
ax1.set_title('rolling_corr')
ax2.plot(s.index, m.rolling_cov(s, s2, 50, min_periods=1).values)
ax2.set_title('rolling_cov')
fig.autofmt_xdate()
fig.subplots_adjust(bottom=0.10, top=0.95)
plt.show()
plt.close('all')
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