Re: Construcing correlation matrix from time-ordered list

• To: mathgroup at smc.vnet.net
• Subject: [mg54752] Re: [mg54690] Construcing correlation matrix from time-ordered list
• From: Chris Chiasson <chris.chiasson at gmail.com>
• Date: Mon, 28 Feb 2005 03:29:08 -0500 (EST)
• References: <200502270629.BAA25390@smc.vnet.net>
• Reply-to: Chris Chiasson <chris.chiasson at gmail.com>
• Sender: owner-wri-mathgroup at wolfram.com

```It doesn't seem like the structure of the data in your original list
can be represented by the format you wanted.

In the first list, what is value 1, value 2, etc?

On Sun, 27 Feb 2005 01:29:14 -0500 (EST), Adam Getchell
<agetchell at physics.ucdavis.edu> wrote:
> 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.
>
>
>

--
Chris Chiasson
Kettering University
Mechanical Engineering