ListCorrelate applied to the Dow Jones

• To: mathgroup at smc.vnet.net
• Subject: [mg23860] ListCorrelate applied to the Dow Jones
• From: "Hermann Meier" <hmeier at webshuttle.ch>
• Date: Mon, 12 Jun 2000 01:17:54 -0400 (EDT)
• Organization: EUnet AG, Switzerland. A KPNQwest Company.
• Sender: owner-wri-mathgroup at wolfram.com

```The Dow Jones may be searched for a largest drop from peak to trough,
ignoring local peaks and local troughs. As a first step, I tried to do this
just for the years 1924 ... 1939 (Dec 31).

dj = {{1924, 120.51}, {1925, 156.66}, {1926, 157.2}, {1927, 202.4}, {1928,
300}, {1929, 248.5}, {1930, 290}, {1931, 77.9}, {1932, 59.93}, {1933,
99.9}, {1934, 104.04}, {1935, 144.13}, {1936, 179.7}, {1937,
120.85}, {1938, 154.76}, {1939, 150.24}};

The value for 1930 is 164.6; I changed this here to 290, introducing a
fictious, irrelevant local peak.

djval = Transpose[dj]//Last;
insli  = NestList[Insert[#, 0, 2] &, {-1, 1}, Length[djval] - 2];
Map[ListCorrelate[#, djval] &, insli]//Min

The result (-240.07) is correct in this case.

My questions:
- Is this code "conceptually sound" ?
- How can the code be improved upon, for example with the help of
NestWhileList ?
- How can I get a more verbose result like {{1928,300},{1932,59.53},-240.07}
?

With regards
Hermann Meier

```

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