title: pandas EW moving correlation/covariance got unexpected shape
body: <p>I got a DataFrame <code>dff</code>, its shape stands for 5 items and 4 days. I created a EWM <code>ewmm</code> and got EW moving average.</p>
  
  <p>When it comes to correlation and covariance, a 5×5 shaped matrix is what I expected, but the result is shaped 5×4×4. </p>
  
  <p>How can I make it right?</p>
  
  <pre><code>In[59]: dff
  Out[59]: 
  
     0  1  2  3
  0  1  2  3  4
  1  4  3  2  1
  2  3  1  4  1
  3  5  9  2  6
  4  1  2  3  4
  In[60]: ewmm = dff.ewm(span=2, axis=1)
  In[61]: ewmm.mean()
  Out[61]: 
  
       0     1         2      3
  0  1.0  1.75  2.615385  3.550
  1  4.0  3.25  2.384615  1.450
  2  3.0  1.50  3.230769  1.725
  3  5.0  8.00  3.846154  5.300
  4  1.0  1.75  2.615385  3.550
  In[62]: ewmm.corr()
  Out[62]: 
  
  &lt;class 'pandas.core.panel.Panel'&gt;
  Dimensions: 5 (items) x 4 (major_axis) x 4 (minor_axis)
  Items axis: 0 to 4
  Major_axis axis: 0 to 3
  Minor_axis axis: 0 to 3
  In[63]: ewmm.cov()
  Out[63]: 
  
  &lt;class 'pandas.core.panel.Panel'&gt;
  Dimensions: 5 (items) x 4 (major_axis) x 4 (minor_axis)
  Items axis: 0 to 4
  Major_axis axis: 0 to 3
  Minor_axis axis: 0 to 3
  </code></pre>