RE: Basic programming

*To*: mathgroup at smc.vnet.net*Subject*: [mg93588] RE: [mg93576] Basic programming*From*: "Richard Hofler" <rhofler at bus.ucf.edu>*Date*: Sun, 16 Nov 2008 07:04:26 -0500 (EST)*References*: <200811151103.GAA16591@smc.vnet.net>

Hi, I'm betting that you'll get many useful answers. Here's one solution that I hope will help you. One starting point to give you the rolling std. deviation is to create a function that outputs three values: {the location of the 1st element used to calculate the std. dev., the location of the last element used to calculate the std. dev., the std. dev.} lst = {1,20,3,40,5,60,7,80,9,100,11,120,5,7,90}; (* You might want to look up SetPrecision in the Documentation Center *) out[i_]:={i,i+9,SetPrecision[StandardDeviation[lst[[i;;i+9]]],4]} Then, evaluate the function for several ranges of elements in your list. out[1] {1,10,35.90} out[2] {2,11,35.06} out[3] {3,12,43.92} Now that you see how it works, here's the concise method: Table[out[i],{i,1,6}] {{1,10,35.90},{2,11,35.06},{3,12,43.92},{4,13,43.72},{5,14,45.25},{6,15,45.84}} HTH, Richard Hofler ________________________________ From: BionikBlue [mailto:frankflip at hotmail.com] Sent: Sat 11/15/2008 6:03 AM To: mathgroup at smc.vnet.net Subject: [mg93588] [mg93576] Basic programming Hey I'm a beginner in mathematica and I'm trying to code a little something but can't seem to be able to make it work... I know its pretty basic and that's exactly my problem since the mathematica help is a bit overkill for what I need. I have daily stock prices for a stock on a 100 day period, I want to compute the standard deviation for a rolling 10 days period for the whole list of data. So basically, I would like to do something like this : stdev(1;;10) then stdev(2;;11) until stdev(91;;100) and get the results in a list Id also like to get it another way, by starting with only one observation and building my standard deviation calculation until I have my whole rolling period built up, for example : stdev(1) stdev(1,2) stdev(1,2,3) until stdev(1;;10) then same as before, roll the period until the end of dataset and produce a list of the results. Thanks for the help, if what I wrote is not clear enough let me know, Ill try to explain it in more details!

**References**:**Basic programming***From:*BionikBlue <frankflip@hotmail.com>