DOC: Closed parameter not intuitively documented in DataFrame.rolling

pandas/core/groupby/groupby.py

@@ -3659,10 +3659,10 @@ def rolling(
         Parameters
         ----------
         window : int, timedelta, str, offset, or BaseIndexer subclass
-            Size of the moving window.
+            Interval of the moving window.
 
-            If an integer, the fixed number of observations used for
-            each window.
+            If an integer, the delta between the start and end of each window.
+            Example: window = 3 interval from 1 -> 4
 
             If a timedelta, str, or offset, the time period of each window. Each
             window will be a variable sized based on the observations included in

pandas/core/window/rolling.py

@@ -881,10 +881,10 @@ class Window(BaseWindow):
     Parameters
     ----------
     window : int, timedelta, str, offset, or BaseIndexer subclass
-        Size of the moving window.
+        Interval of the moving window.
 
-        If an integer, the fixed number of observations used for
-        each window.
+        If an integer, the delta between the start and end of each window.
+        Example: window = 3 interval from 1 -> 4
 
         If a timedelta, str, or offset, the time period of each window. Each
         window will be a variable sized based on the observations included in