Construcing correlation matrix from time-ordered list
- To: mathgroup at smc.vnet.net
- Subject: [mg54690] Construcing correlation matrix from time-ordered list
- From: Adam Getchell <agetchell at physics.ucdavis.edu>
- Date: Sun, 27 Feb 2005 01:29:14 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hello all, I have time series data (a lot of it) in a format like: {{{1897,1,4},40.37`},{{1897,1,5},40.87`},{{1897,1,6},40.95`},{{1897,1,7}, 40.87`},{{1897,1,8},40.97`},{{1897,1,11},40.75`},{{1897,1,12}, 41.4`},{{1897,1,13},41.45`},{{1897,1,14},41.79`},{{1897,1,15}, 42.27`},{{1897,1,18},42.76`},{{1897,1,19},43.25`},{{1897,1,20}, 42.78`},{{1897,1,21},42.52`},{{1897,1,22},42.42`}} 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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