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Topic: what to use when reshape is not good anymore?please some help
Replies: 2   Last Post: Sep 8, 2013 6:15 PM

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Marinela Finta

Posts: 4
Registered: 8/20/13
Re: what to use when reshape is not good anymore?please some help
Posted: Sep 8, 2013 6:15 PM
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"someone" wrote in message <l0cnts$emd$1@newscl01ah.mathworks.com>...
> "Marinela Finta" wrote in message <l0bqi5$1th$1@newscl01ah.mathworks.com>...
> > I am just starting to learn matlab and I would appreciate very much if you could help me...
> >
> > I am stuck with calculating the returns between some hours and for each day..
> > For some date was going ok the following method:
> > (now the price is between that hours)
> > n=length(price);
> > % The number if days
> > %(79 is the number of observations within one day)
> > ndays = n/79;
> > price_d = reshape(price,79,ndays);
> > %I take returns for each day
> > returns_d = log(price_d(2:79,:))- log(price_d(1:78,:));
> >
> > However now I have another data where the number of observations are not anymore the same for each day..So in one day I have 79 in another 30,75 observations within a day.Therfore i CANNOT use anymore RESHAPE..:(

>
> I'm not sure why you can't use RESHAPE.
> What happens if you make 79 a variable and then
> change it to 30, 75, or whatever based on how you
> know that the number of observations change.
> (Same for 78 in your above code.)
>
> Also, it seems to me that you should do some error checking
> to ensure that ndays is an integer (due to floating point arthmetic).

> >
>
> > How should I do in order to have sorted the observations(prices) according to each day? So to have similar thing as before: row with the prices and column with prices corresponding to each day..
> > thank you for your time..
> > Marinela
> >


That is my problem..Because I don't know when the observations within a day are not the same..For using RESHAPE the ndays must be integer..
I cannot look over 900,000rows(dates and prices) for each day to see if there are 79 observations or less.

That way I want something to take me for each day only the prices coressponding to that day..

Thank you,
Marinela



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