Hi Henrique,
Tks for replying
The data file structure is csv of text file below
The actual file has 6000 rows and 100 columns
The first column is date and second to 100 columns are name d1 to d100
Some columns have blank with no data
Date |
d1 |
d2 |
d3 |
d4 |
d5 |
d6 |
d7 |
d8 |
2/8/2011 |
0.064711 |
|
0.001324 |
|
0.000586 |
|
|
0.001102 |
2/9/2011 |
0.065808 |
|
0.001365 |
|
0.000667 |
|
|
0.001101 |
2/10/2011 |
0.06506 |
|
0.0015 |
|
0.000652 |
|
|
0.001093 |
2/11/2011 |
0.06511 |
|
0.001492 |
|
0.000615 |
0.001886 |
|
0.001072 |
2/14/2011 |
0.063594 |
|
0.001514 |
|
0.000629 |
0.00184 |
|
0.001113 |
2/15/2011 |
0.063345 |
0.0577 |
0.00147 |
|
0.000593 |
0.001374 |
|
0.001258 |
2/16/2011 |
0.064223 |
0.05828 |
0.00147 |
|
0.000523 |
0.00142 |
|
0.001145 |
2/17/2011 |
0.062627 |
0.05525 |
0.001484 |
0.000523 |
0.00041 |
0.001542 |
|
0.00159 |
2/18/2011 |
0.062208 |
0.05525 |
0.001431 |
0.00041 |
0.000401 |
0.001145 |
0.001709 |
0.001568 |
2/22/2011 |
0.061251 |
0.05502 |
0.001474 |
0.000401 |
0.000452 |
0.00159 |
0.001925 |
0.001367 |
2/23/2011 |
0.060523 |
0.05442 |
0.00148 |
0.000452 |
0.000502 |
0.001568 |
0.001557 |
0.05458 |
2/24/2011 |
0.061141 |
0.05458 |
0.001457 |
0.001382 |
0.000463 |
0.001367 |
0.001584 |
0.05534 |
2/25/2011 |
0.062448 |
0.05534 |
0.001453 |
0.001075 |
0.000532 |
0.001382 |
0.001217 |
0.05558 |
2/28/2011 |
0.062498 |
0.05558 |
0.001404 |
0.001382 |
0.000431 |
0.001075 |
0.001418 |
0.05515 |
3/1/2011 |
0.062448 |
0.05515 |
0.001384 |
0.001075 |
0.000465 |
0.001101 |
0.001264 |
0.05591 |
3/2/2011 |
0.062837 |
0.05591 |
0.001391 |
0.001285 |
0.000529 |
0.001293 |
0.001152 |
0.064223 |
3/3/2011 |
0.064272 |
0.05655 |
0.001404 |
0.001268 |
0.000565 |
0.001429 |
0.001101 |
0.062627 |
3/4/2011 |
0.063604 |
0.05638 |
0.001374 |
0.001235 |
0.00056 |
0.001208 |
0.000951 |
0.062208 |
3/7/2011 |
0.062866 |
0.05538 |
0.001354 |
0.00125 |
0.00049 |
0.001153 |
0.0012 |
0.061251 |
3/8/2011 |
0.063893 |
0.056 |
0.001406 |
0.001244 |
0.000576 |
0.001613 |
0.001185 |
0.060523 |
3/9/2011 |
0.064322 |
0.05596 |
0.001393 |
0.001205 |
0.000602 |
0.00142 |
0.000938 |
0.05638 |
Want to do is to use a rolling 10 rows data points or 20 rows data or other custom number of rows data points to compute the corr between the d1 - d100 columns
Tks