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This is certainly a bug, as it is not even calculating a minimum for the numerical values. Didn't look in detail, but I suppose this is due to the automatic skipping of non-numerical columns.
In case of a DataFrame that is useful:
In [3]: pd.DataFrame({'a': [1,2,3,4], 'b':[1,2,'a', 'b']}).rolling(2).min()
Out[3]:
a b
0 NaN 1
1 1.0 2
2 2.0 a
3 3.0 b
but in case of a Series, just passing it through makes less sense.
Code Sample, a copy-pastable example if possible
Problem description
Should raise an exception because the series contains objects. Instead, function returns the series.
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