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Need help with time series

To: mathgroup@smc.vnet.net
Subject: [mg10807] Need help with time series
From: "Martin S" <sevignma@videotron.ca>
Date: Thu, 5 Feb 1998 00:58:52 -0500
Organization: VTL

I'm using ver. 3.0 for students and I have the following problem:

I want to analyze time series ( stock prices ) stored in ascii format.
The data look like:

  date      open     high       low       close   volume

02/03/98,110.00,113.875,109.375,113.750,789456

and the dataset has at least 500 rows.

1) How can I access each component individually to use smoothing
techniques or indicators?

2) If I'm updating my data everyday, how could I use a 10-day lookback
period consistent with my new data?


If someone has a clue about that please let me know ideally by email:
sevignma@videotron.ca

Thanks a lot

Martin S
University of Montreal, Canada

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