title: What is the equivalent of ARRAY_AGG in SQL for Pandas DataFrame?
body: <p>I have a pandas dataframe with price and I will want to create a column called priceLags as shown below:</p>
  
  <pre><code>             price        priceLags
  1.           1800
  2.           1750          1800
  
  3.           1500          1750
                             1800
  
  4.           1240          1500
                             1750
                             1800
  
  5.           1456          1240
                             1500
                             1750
  
  6.           1302          1456
                             1240
                             1500
  </code></pre>
  
  <p>priceLags consist of the price from 3 previous rows. In SQL, it is</p>
  
  <pre><code>ARRAY_AGG(price) OVER (ORDER BY ROWS BETWEEN 1 FOLLOWING AND 3 FOLLOWING) AS priceLags
  </code></pre>
  
  <p>May I ask how can i do it in pandas?</p>
  
  <p>Thank you so much!</p>