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MathGroup Archive 2005

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Construcing correlation matrix from time-ordered list

  • To: mathgroup at
  • Subject: [mg54707] Construcing correlation matrix from time-ordered list
  • From: Adam Getchell <agetchell at>
  • Date: Sun, 27 Feb 2005 01:29:57 -0500 (EST)
  • Sender: owner-wri-mathgroup at

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

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