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Backport PR #45655: BUG: Fix window aggregations to skip over unused elements (GH-45647)

@lumberbot-app lumberbot-app bot added this to the 1.4.1 milestone Jan 28, 2022
@lumberbot-app lumberbot-app bot added the Window rolling, ewma, expanding label Jan 28, 2022
@jreback jreback merged commit 34abdf3 into pandas-dev:1.4.x Jan 28, 2022
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