Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Moving average
Replies: 1   Last Post: Aug 28, 2013 10:40 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
dpb

Posts: 7,852
Registered: 6/7/07
Re: Moving average
Posted: Aug 28, 2013 10:40 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On 8/28/2013 9:00 AM, Filipa Ferreira wrote:
> Hello!
>
> I am a Matlab begginer. I have for several companies dates on quarterly
> earnings announcements (4 dates per year) and also its daily returns
> (since 1974 until now).
>
> I need to select for each company a quarterly announcement date (eg:
> 25/10/2007) and from that date calculate a moving average of daily
> returns from 120 days before. Should I use the unique function to select
> each company data? They have unique identifying numbers.
>
> I have in excel a collumn with the quarterly dates (6171 rows) and a
> collumn with the daily returns (375930 rows).


How are the data arranged by company? Seems like should have multiple
columns for each -- QDate, DReturn, other?

A quick sanity check says there are <40*4 = 160 quarters total between
now and 1974 so some 6000 rows implies you've got the companies smooshed
together somehow as well. First thing will be to get it organized more
logically; precisely what operations to do so depends on just what shape
it's in now (or was originally to not get it so badly garbled to begin
with).

--




Date Subject Author
8/28/13
Read Moving average
Filipa Ferreira
8/28/13
Read Re: Moving average
dpb

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.