title: How to use Rolling OLS Model interface in Pandas?
body: <p>I want to calibrate a MovingOLS, but keep receiving error message</p>
  
  <pre><code>IndexError: index -1 is out of bounds for axis 0 with size 0
  </code></pre>
  
  <p>The data frame I used to train the MovingOLS is as below:</p>
  
  <pre><code>   x1  y  x2
  0  1   1   1
  1  2   2   2
  2  3   3   3
  </code></pre>
  
  <p>with code</p>
  
  <pre><code>model = pandas.stats.ols.MovingOLS(y = df['y'], x=df[['x1', 'x2']], window_type='rolling', window=2, min_periods=2)
  </code></pre>
  
  <p>The model is very simple, since I just want to familiarize myself the <code>MovingOLS</code> API, and I expect to get 2 OLS models if I understand the <code>Moving</code> and <code>rolling</code> parts correctly.
  I wonder whether any good materials on it, because I cannot find documents/tutorials online giving enough details about the Rolling OLS/<code>MovingOLS</code> API.</p>
  
  <p>The library version is 0.11.0, by the way.</p>
  
  <p>Thank you!</p>