Re: Need help with time series
- To: mathgroup@smc.vnet.net
- Subject: [mg10855] Re: [mg10807] Need help with time series
- From: Tom Garza <tgarza@mail.internet.com.mx>
- Date: Wed, 11 Feb 1998 18:32:27 -0500
Martin,
If you have your data in an Excel table called, say, dataset.txt, then
it is a good idea to have them all formatted to numbers (no commas or
other alphanumeric characters). The dates can be converted arbitrarily
to integers.
dataset eadList["dataset.txt",Number, RecordLists->True]
gets the data in a list like
{{date1, open1, high1,low1,close1,volume1},{date2, open2,
high2,low2,close2,
volume2},...,{date500, open500, high500,low500,close500,volume500}}.
Make sure also that you give the correct path for the Excel file.
Once you have dataset, then you can use a single column or several of
them for your analysis. If you want just the "high" column, then you'll
get it with
highs;[3]]&/@dataset
If you want two columns, say dates and highs, then
dateandhigh³[[1]],#[[3]]}&/@dataset
Once you have dataset, then you can update it manually every day with
datasetrtition[Flatten[{dataset,{newdate,newopen,newhigh,newlow,newc
lose,
newvolume}}],6]
The most recent 10 days are
Take[dataset,-10]
Good luck,
Tomas Garza
Mexico City