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Advice on defining a data structure in Mathematica

• To: mathgroup at smc.vnet.net
• Subject: [mg44014] Advice on defining a data structure in Mathematica
• From: Mark Coleman <mark at markscoleman.com>
• Date: Fri, 17 Oct 2003 05:14:45 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Greetings,

I'm an econometrician that has used Mathematica for several years. Now I've 
finally decided to sit down and generalize some of my code to better 
handle time series data. I'd like to get some opinions on good ways to 
define a time series "data structure". Ideally this structure would 
carry all of the important information about the series, e.g, the 
numercial values, the corresponding dates, the frequency, information 
for how to convert the series from one frequency to another (say 
monthly to quarterly), the textual name of the time series (say GDP), 
and some brief descriptive information.

Obviously this could be structured as a list of lists, but that strikes 
me as not very elegant. I've seen examples of Mathematica code that creates 
objects that remind me of traditional record data structures using up 
values. Is this the preferred approach?

Thanks,

-mark