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MathGroup Archive 2004

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Re: time series

  • To: mathgroup at
  • Subject: [mg46391] Re: time series
  • From: "Steve Luttrell" <steve1 at>
  • Date: Mon, 16 Feb 2004 23:42:42 -0500 (EST)
  • References: <c0qjqi$kc3$>
  • Sender: owner-wri-mathgroup at

Do this:


If you want to slip the window along one sample at a time then do this:


Steve Luttrell

"paolo tarpanelli" <tarpanelli at> wrote in message
news:c0qjqi$kc3$1 at
> Given a time series
> x={a1,a2,a3,a4,a5,a6,...,an}
> how can i divide it in different segments x1, x2,..., xn
> x1={a1,a2,a3}
> x2={a4,a5,a6}
> ...
> xn={an-2,an-1,an}
> thanks
> Paolo

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