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MathGroup Archive 1998

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Re: Need help with time series



Martin,
If you have your data in an Excel table called, say, dataset.txt, then
it is a good idea to have them all formatted to numbers (no commas or
other alphanumeric characters). The dates can be converted arbitrarily
 to integers.

dataset eadList["dataset.txt",Number, RecordLists->True]

gets the data in a list like

{{date1, open1, high1,low1,close1,volume1},{date2, open2,
high2,low2,close2,
volume2},...,{date500, open500, high500,low500,close500,volume500}}.

Make sure also that you give the correct path for the Excel file.

Once you have dataset, then you can use a single column or several of
them for your analysis. If you want just the "high" column, then you'll
 get it with

highs;[3]]&/@dataset

If you want two columns, say dates and highs, then


dateandhigh³[[1]],#[[3]]}&/@dataset

Once you have dataset, then you can update it manually every day with

datasetšrtition[Flatten[{dataset,{newdate,newopen,newhigh,newlow,newc
lose,
newvolume}}],6]

The most recent 10 days are

Take[dataset,-10]

Good luck,

Tomas Garza
Mexico City



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