title: Python - rolling functions for GroupBy object
body: <p>I have a time series object <code>grouped</code> of the type <code>&lt;pandas.core.groupby.SeriesGroupBy object at 0x03F1A9F0&gt;</code>. <code>grouped.sum()</code> gives the desired result but I cannot get rolling_sum to work with the <code>groupby</code> object. Is there any way to apply rolling functions to <code>groupby</code> objects? For example:</p>
  
  <pre><code>x = range(0, 6)
  id = ['a', 'a', 'a', 'b', 'b', 'b']
  df = DataFrame(zip(id, x), columns = ['id', 'x'])
  df.groupby('id').sum()
  id    x
  a    3
  b   12
  </code></pre>
  
  <p>However, I would like to have something like:</p>
  
  <pre><code>  id  x
  0  a  0
  1  a  1
  2  a  3
  3  b  3
  4  b  7
  5  b  12
  </code></pre>