MathGroup Archive 2005

[Date Index] [Thread Index] [Author Index]

Search the Archive

Construcing correlation matrix from time-ordered list

Hello all,

I have time series data (a lot of it) in a format like:


ie the year, then the value, for 100+ years.

I'd like to construct a correlation matrix so that year values become
columns, e.g.

1897      1898
Value1     Value 1
Value 2     Value 2

 From my long list of {{{date1},value1},{{date2},value2}}

But I'm not yet sure how to proceed. I'm looking at Cases or Select to
apply a function for each year range that will pick out that column.

Any pointers appreciated.

--Adam Getchell

  • Prev by Date: Re: SparseArray, DensityGraphics, ContourGraphics, and SurfaceGraphics
  • Next by Date: Re: Re: Simplify and Abs
  • Previous by thread: Re: Precise bitmaps
  • Next by thread: Re: Construcing correlation matrix from time-ordered list