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BUG: Rolling skew error #47461

@alex7088

Description

@alex7088

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  • I have checked that this issue has not already been reported.

  • I have confirmed this bug exists on the latest version of pandas.

  • 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()
-2.198110595961745

Issue 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

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