BUG: Rolling skew error #47461
Description
Pandas version checks
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I have checked that this issue has not already been reported.
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I have confirmed this bug exists on the latest version of pandas.
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I have confirmed this bug exists on the main branch of pandas.
Reproducible Example
import pandas as pd data =[-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,7729964027,7729965641,7729965103,7729966179,7729968330,7729969406,7729971020,7729969406,7729969944,7729969406,7729969406,7729969944,7729971558,7729972633,7729973171,7729973171,7729973171,7729969406] df=pd.DataFrame(data,columns = ['data']) df.data.rolling(10).skew() 43 -1.778781e+00 44 -3.162278e+00 45 -1.311680e+03 46 2.681674e+04 47 5.244346e+03 48 5.565501e+03 49 4.143785e+04 50 1.921654e+04 51 -7.723187e+03 52 1.171920e+04 53 1.171920e+04 df.data.tail(10).skew() 0.16889762763904356 #Same problem for kurt()! df.data.rolling(10).kurt()[-1:] 53 -4.518855e+10 df.data.tail(10).kurt() -2.198110595961745Issue Description
When there is a large spread in the exponent of values in the data, then rolling().skew() and tail().skew() come to different results.
Expected Behavior
The results must be equal.
Installed Versions
INSTALLED VERSIONS
commit : 06d2301
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 : 1.4.1
numpy : 1.22.2
pytz : 2021.3
dateutil : 2.8.2
pip : 22.0.4
setuptools : 62.4.0
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
fastparquet : None
fsspec : None
gcsfs : None
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
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None