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MathGroup Archive 2005

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Re: Construcing correlation matrix from time-ordered list

  • To: mathgroup at smc.vnet.net
  • Subject: [mg54720] Re: Construcing correlation matrix from time-ordered list
  • From: "Steve Luttrell" <steve_usenet at _removemefirst_luttrell.org.uk>
  • Date: Mon, 28 Feb 2005 03:27:05 -0500 (EST)
  • References: <cvrptk$p0t$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

This will extract the 1897 data (for instance) in the form that you want:

Cases[data,{{y_,_,_},x_}/;y==1897->{y,x}]

Steve Luttrell

"Adam Getchell" <agetchell at physics.ucdavis.edu> wrote in message 
news:cvrptk$p0t$1 at smc.vnet.net...
> 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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