全部版块 我的主页
论坛 提问 悬赏 求职 新闻 读书 功能一区 经管百科 爱问频道
3877 4
2009-08-09
知道沪深300指数一定时期内的收盘价,如何在MATLAB中计算沪深300指数的日收益率,并画出日收益率时间序列图????
如:
hushen300
date        close
11-Jul-06 1,418.58
12-Jul-06 1,419.20
13-Jul-06 1,346.09
14-Jul-06 1,357.13
17-Jul-06 1,372.25
18-Jul-06 1,373.42
19-Jul-06 1,336.64
20-Jul-06 1,345.19
21-Jul-06 1,356.03
24-Jul-06 1,358.12
25-Jul-06 1,374.17
26-Jul-06 1,371.30
27-Jul-06 1,355.55
28-Jul-06 1,341.39
31-Jul-06 1,294.33
1-Aug-06 1,282.06
2-Aug-06 1,275.09
3-Aug-06 1,271.74
4-Aug-06 1,241.91
7-Aug-06 1,224.10
8-Aug-06 1,252.39
9-Aug-06 1,251.30
10-Aug-06 1,271.47
11-Aug-06 1,275.65
14-Aug-06 1,245.72
15-Aug-06 1,265.86
16-Aug-06 1,283.57
17-Aug-06 1,271.63
18-Aug-06 1,267.87
21-Aug-06 1,270.56
22-Aug-06 1,285.27
23-Aug-06 1,285.68
24-Aug-06 1,292.40
25-Aug-06 1,295.44
28-Aug-06 1,325.89
29-Aug-06 1,330.16
30-Aug-06 1,334.67
31-Aug-06 1,338.69
1-Sep-06 1,318.10
4-Sep-06 1,337.24
5-Sep-06 1,340.68
6-Sep-06 1,346.37
7-Sep-06 1,328.38
8-Sep-06 1,332.15
11-Sep-06 1,338.76
12-Sep-06 1,347.64
13-Sep-06 1,338.39
14-Sep-06 1,338.28
15-Sep-06 1,362.32
18-Sep-06 1,375.56
19-Sep-06 1,378.31
20-Sep-06 1,378.46
21-Sep-06 1,387.37
22-Sep-06 1,374.85
25-Sep-06 1,372.40
26-Sep-06 1,357.65
27-Sep-06 1,371.12
28-Sep-06 1,387.00
29-Sep-06 1,403.27
9-Oct-06 1,436.07
10-Oct-06 1,437.24
11-Oct-06 1,435.91
12-Oct-06 1,426.50
13-Oct-06 1,430.88
16-Oct-06 1,418.52
17-Oct-06 1,414.45
18-Oct-06 1,437.59
19-Oct-06 1,439.38
20-Oct-06 1,440.18
23-Oct-06 1,408.72
24-Oct-06 1,440.05
25-Oct-06 1,446.83
26-Oct-06 1,456.10
27-Oct-06 1,439.05
30-Oct-06 1,446.24
31-Oct-06 1,464.47
1-Nov-06 1,479.41
2-Nov-06 1,479.66
3-Nov-06 1,488.29
6-Nov-06 1,507.89
7-Nov-06 1,516.10
8-Nov-06 1,498.17
9-Nov-06 1,524.71
10-Nov-06 1,504.06
13-Nov-06 1,475.78
14-Nov-06 1,493.78
15-Nov-06 1,534.76
16-Nov-06 1,533.29
17-Nov-06 1,562.08
20-Nov-06 1,593.16
21-Nov-06 1,612.25
22-Nov-06 1,624.03
23-Nov-06 1,634.91
24-Nov-06 1,636.58
27-Nov-06 1,651.80
28-Nov-06 1,644.01
29-Nov-06 1,667.14
30-Nov-06 1,714.36
1-Dec-06 1,729.22
4-Dec-06 1,780.74
5-Dec-06 1,794.23
6-Dec-06 1,779.41
7-Dec-06 1,775.71
8-Dec-06 1,711.58
11-Dec-06 1,789.92
12-Dec-06 1,802.79
13-Dec-06 1,803.86
14-Dec-06 1,836.14
15-Dec-06 1,867.64
18-Dec-06 1,916.11
19-Dec-06 1,921.44
20-Dec-06 1,936.55
21-Dec-06 1,908.98
22-Dec-06 1,895.64
25-Dec-06 1,939.10
26-Dec-06 1,938.24
27-Dec-06 1,982.88
28-Dec-06 1,979.93
29-Dec-06 2,041.05
4-Jan-07 2,067.09
5-Jan-07 2,072.88
8-Jan-07 2,131.56
9-Jan-07 2,200.09
10-Jan-07 2,255.97
11-Jan-07 2,231.63
12-Jan-07 2,173.75
15-Jan-07 2,287.34
16-Jan-07 2,353.87
17-Jan-07 2,308.93
18-Jan-07 2,317.09
19-Jan-07 2,396.09
22-Jan-07 2,491.31
23-Jan-07 2,508.13
24-Jan-07 2,536.43
25-Jan-07 2,452.83
26-Jan-07 2,512.92
29-Jan-07 2,576.92
30-Jan-07 2,551.88
31-Jan-07 2,385.34
1-Feb-07 2,395.17
2-Feb-07 2,298.00
5-Feb-07 2,271.80
6-Feb-07 2,316.04
7-Feb-07 2,369.79
8-Feb-07 2,410.60
9-Feb-07 2,397.24
12-Feb-07 2,485.39
13-Feb-07 2,522.63
14-Feb-07 2,588.35
15-Feb-07 2,668.63
16-Feb-07 2,676.74
26-Feb-07 2,707.68
27-Feb-07 2,457.49
28-Feb-07 2,544.57
1-Mar-07 2,473.54
2-Mar-07 2,508.73
5-Mar-07 2,475.61
6-Mar-07 2,520.29
7-Mar-07 2,589.44
8-Mar-07 2,627.63
9-Mar-07 2,611.39
12-Mar-07 2,616.17
13-Mar-07 2,640.17
14-Mar-07 2,597.36
15-Mar-07 2,645.55
16-Mar-07 2,604.23
19-Mar-07 2,659.41
20-Mar-07 2,672.77
21-Mar-07 2,702.60
22-Mar-07 2,711.32
23-Mar-07 2,716.27
26-Mar-07 2,764.03
27-Mar-07 2,784.02
28-Mar-07 2,797.65
29-Mar-07 2,783.30
30-Mar-07 2,781.78
2-Apr-07 2,850.11
3-Apr-07 2,888.11
4-Apr-07 2,911.82
5-Apr-07 2,945.05
6-Apr-07 2,972.01
9-Apr-07 3,038.17
10-Apr-07 3,081.57
11-Apr-07 3,121.32
12-Apr-07 3,176.44
13-Apr-07 3,169.23
16-Apr-07 3,256.00
17-Apr-07 3,283.60
18-Apr-07 3,304.50
19-Apr-07 3,150.30
20-Apr-07 3,289.28
23-Apr-07 3,431.32
24-Apr-07 3,445.20
25-Apr-07 3,448.28
26-Apr-07 3,493.58
27-Apr-07 3,470.52
30-Apr-07 3,558.71
8-May-07 3,686.03
9-May-07 3,701.28
10-May-07 3,724.51
11-May-07 3,702.61
14-May-07 3,734.42
15-May-07 3,604.64
16-May-07 3,700.29
17-May-07 3,778.61
18-May-07 3,776.63
21-May-07 3,831.44
22-May-07 3,870.49
23-May-07 3,938.95
24-May-07 3,919.75
25-May-07 3,985.25
28-May-07 4,072.58
29-May-07 4,168.29
30-May-07 3,886.46
31-May-07 3,927.95
1-Jun-07 3,803.95
4-Jun-07 3,511.43
5-Jun-07 3,634.63
6-Jun-07 3,677.58
7-Jun-07 3,802.30
8-Jun-07 3,837.87
11-Jun-07 3,931.86
12-Jun-07 4,036.11
13-Jun-07 4,118.27
14-Jun-07 4,075.82
15-Jun-07 4,099.38
18-Jun-07 4,227.57
19-Jun-07 4,253.00
20-Jun-07 4,157.60
21-Jun-07 4,197.28
22-Jun-07 4,051.43
25-Jun-07 3,877.59
26-Jun-07 3,928.21
27-Jun-07 4,040.48
28-Jun-07 3,858.52
29-Jun-07 3,764.08
2-Jul-07 3,757.66
3-Jul-07 3,832.23
4-Jul-07 3,743.58
5-Jul-07 3,537.44
6-Jul-07 3,710.28
9-Jul-07 3,821.30
10-Jul-07 3,775.62
11-Jul-07 3,789.87
12-Jul-07 3,816.92
13-Jul-07 3,820.12
16-Jul-07 3,697.97
17-Jul-07 3,789.65
18-Jul-07 3,807.57
19-Jul-07 3,807.00
20-Jul-07 3,971.88
23-Jul-07 4,156.72
24-Jul-07 4,161.35
25-Jul-07 4,255.46
26-Jul-07 4,303.19
27-Jul-07 4,307.14
30-Jul-07 4,410.30
31-Jul-07 4,460.56
1-Aug-07 4,290.48
2-Aug-07 4,436.19
3-Aug-07 4,598.38
6-Aug-07 4,703.98
7-Aug-07 4,724.55
8-Aug-07 4,668.09
9-Aug-07 4,777.29
10-Aug-07 4,726.68
13-Aug-07 4,721.19
14-Aug-07 4,795.57
15-Aug-07 4,798.75
16-Aug-07 4,721.94
17-Aug-07 4,626.58
20-Aug-07 4,885.43
21-Aug-07 4,972.71
22-Aug-07 5,051.69
23-Aug-07 5,135.93
24-Aug-07 5,217.58
27-Aug-07 5,243.15
28-Aug-07 5,251.77
29-Aug-07 5,171.82
30-Aug-07 5,241.23
31-Aug-07 5,296.81
3-Sep-07 5,419.17
4-Sep-07 5,360.33
5-Sep-07 5,363.25
6-Sep-07 5,412.04
7-Sep-07 5,294.80
10-Sep-07 5,377.22
11-Sep-07 5,124.09
12-Sep-07 5,202.86
13-Sep-07 5,349.97
14-Sep-07 5,397.28
17-Sep-07 5,498.91
18-Sep-07 5,476.84
19-Sep-07 5,419.27
20-Sep-07 5,494.92
21-Sep-07 5,468.10
24-Sep-07 5,513.90
25-Sep-07 5,454.61
26-Sep-07 5,361.02
27-Sep-07 5,427.66
28-Sep-07 5,580.81
8-Oct-07 5,653.14
9-Oct-07 5,675.93
10-Oct-07 5,685.76
11-Oct-07 5,760.08
12-Oct-07 5,737.22
15-Oct-07 5,821.45
16-Oct-07 5,877.20
17-Oct-07 5,824.12
18-Oct-07 5,615.75
19-Oct-07 5,614.06
22-Oct-07 5,472.68
23-Oct-07 5,540.09
24-Oct-07 5,588.01
25-Oct-07 5,333.79
26-Oct-07 5,394.81
29-Oct-07 5,508.36
30-Oct-07 5,596.07
31-Oct-07 5,688.54
1-Nov-07 5,605.23
2-Nov-07 5,472.93
5-Nov-07 5,360.31
6-Nov-07 5,317.55
7-Nov-07 5,350.63
8-Nov-07 5,093.67
9-Nov-07 5,040.52
12-Nov-07 4,978.25
13-Nov-07 4,939.24
14-Nov-07 5,145.89
15-Nov-07 5,081.11
16-Nov-07 5,007.66
19-Nov-07 4,994.42
20-Nov-07 5,069.38
21-Nov-07 4,997.62
22-Nov-07 4,772.62
23-Nov-07 4,856.16
26-Nov-07 4,800.08
27-Nov-07 4,711.15
28-Nov-07 4,648.75
29-Nov-07 4,842.07
30-Nov-07 4,737.41
3-Dec-07 4,772.67
4-Dec-07 4,829.21
5-Dec-07 4,965.95
6-Dec-07 4,971.06
7-Dec-07 5,041.35
10-Dec-07 5,133.56
11-Dec-07 5,140.00
12-Dec-07 5,077.39
13-Dec-07 4,884.30
14-Dec-07 4,977.65
17-Dec-07 4,857.29
18-Dec-07 4,829.91
19-Dec-07 4,946.28
20-Dec-07 5,037.19
21-Dec-07 5,101.85
24-Dec-07 5,207.13
25-Dec-07 5,216.81
26-Dec-07 5,265.03
27-Dec-07 5,367.53
28-Dec-07 5,338.27
2-Jan-08 5,385.10
3-Jan-08 5,422.03
4-Jan-08 5,483.65
7-Jan-08 5,556.59
8-Jan-08 5,528.05
9-Jan-08 5,613.76
10-Jan-08 5,672.15
11-Jan-08 5,699.15
14-Jan-08 5,731.76
15-Jan-08 5,696.45
16-Jan-08 5,505.72
17-Jan-08 5,365.62
18-Jan-08 5,414.47
21-Jan-08 5,145.73
22-Jan-08 4,753.87
23-Jan-08 4,975.11
24-Jan-08 5,027.21
25-Jan-08 5,077.43
28-Jan-08 4,731.88
29-Jan-08 4,762.08
30-Jan-08 4,710.65
31-Jan-08 4,620.40
1-Feb-08 4,571.94
4-Feb-08 4,950.12
5-Feb-08 4,921.83
13-Feb-08 4,816.08
14-Feb-08 4,880.25
15-Feb-08 4,813.31
18-Feb-08 4,910.99
19-Feb-08 5,020.75
20-Feb-08 4,908.72
21-Feb-08 4,876.03
22-Feb-08 4,702.24
25-Feb-08 4,519.78
26-Feb-08 4,515.53
27-Feb-08 4,639.77
28-Feb-08 4,622.06
29-Feb-08 4,674.55
3-Mar-08 4,790.74
4-Mar-08 4,671.15
5-Mar-08 4,628.72
6-Mar-08 4,685.03
7-Mar-08 4,621.69
10-Mar-08 4,431.59
11-Mar-08 4,441.18
12-Mar-08 4,309.65
13-Mar-08 4,198.96
14-Mar-08 4,157.87
17-Mar-08 3,965.28
18-Mar-08 3,763.95
19-Mar-08 3,888.86
20-Mar-08 4,001.83
21-Mar-08 4,037.83
24-Mar-08 3,857.09
25-Mar-08 3,905.77
26-Mar-08 3,914.37
27-Mar-08 3,748.92
28-Mar-08 3,918.16
31-Mar-08 3,790.53
1-Apr-08 3,582.86
2-Apr-08 3,547.98
3-Apr-08 3,650.70
7-Apr-08 3,845.82
8-Apr-08 3,891.06
9-Apr-08 3,688.13
10-Apr-08 3,754.72
11-Apr-08 3,783.73
14-Apr-08 3,536.33
15-Apr-08 3,583.30
16-Apr-08 3,494.02
17-Apr-08 3,386.63
18-Apr-08 3,272.50
21-Apr-08 3,267.55
22-Apr-08 3,296.28
23-Apr-08 3,453.73
24-Apr-08 3,774.50
25-Apr-08 3,803.07
28-Apr-08 3,729.15
29-Apr-08 3,776.94
30-Apr-08 3,959.12
5-May-08 4,055.78
6-May-08 4,010.89
7-May-08 3,821.32
8-May-08 3,925.04
9-May-08 3,878.92
12-May-08 3,904.92
13-May-08 3,851.69
如何绘制日收益率时间序列图,希望高手指点,谢谢
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2009-8-10 10:42:31
不知道我是否理解了你的意思
>> [Date,Close]=textread('C:\Documents and Settings\David Young\桌面\sample.txt','%s%f');
>> Date=datenum(Date);
>>Yield=price2ret(Close);
>> plot(Date,Yield)
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-8-10 20:24:30
>> [Date,Close]=textread('C:\Documents and Settings\USER\桌面\cc.txt','%s%f');
>>Date=datenum(Date);
>>for k=length(Close):-1:2
Yield(k)=Close(k)./Close(k-1)-1
end
>>plot(Date,Yield)
??? Trouble reading floating point number from file (row 1, field 2) ==> close\n

Error in ==> textread at 176
[varargout{1:nlhs}]=dataread('file',varargin{:});

在命令窗口运行出错?怎么回事
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-8-10 20:26:35
希望高手耐心多多指点,小女子实在是弄不明白,
一夜之间白发发苍苍
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2009-8-10 21:49:37
jingxinyuan 发表于 2009-8-10 20:26
希望高手耐心多多指点,小女子实在是弄不明白,
一夜之间白发发苍苍
我发短消息给你了~~~
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群