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From: | financial engineer |
Subject: | plotting time series in Octave |
Date: | Sun, 25 Mar 2012 17:49:39 -0400 |
I have the following data and I am trying to plot the time series and an overlay of signals on it
2011-12-06 02:15:00," 3.113830e-01"," 1.909586e+02","U","8575.000"," 0.000"," 0.000"," 0","0.887775615" 2011-12-06 02:16:00," 2.630128e-01"," 1.848320e+02","U","8575.000"," 0.000"," 0.000"," 0","0.891741773" 2011-12-06 02:17:00," 2.194390e-01"," 1.784746e+02","B","8575.000","8554.142","8556.332","8550","0.892192117" 2011-12-06 02:18:00," 1.750296e-01"," 1.727000e+02","B","8575.000","8554.287","8556.518","8550","0.894445120" 2011-12-06 02:19:00,"-2.392036e+00"," 1.558317e+02","U","8580.000"," 0.000"," 0.000"," 0","0.898210621" 2011-12-06 02:20:00,"-3.538674e+00"," 3.513018e+02","U","8580.000"," 0.000"," 0.000"," 0","0.898689659" 2011-12-06 02:21:00,"-5.469638e+00"," 6.806506e+02","U","8582.500"," 0.000"," 0.000"," 0","0.901698147" I have converted the data into a matrix: C=csv2cell("test.csv",",") and then ran the following command: octave-3.2.4:23> C{3:4,1:9} ans = 2011-12-06 02:17:00 ans = 2011-12-06 02:18:00 ans = 0.21944 ans = 0.17503 ans = 178.47 ans = 172.70 ans = B ans = B ans = 8575 ans = 8575 ans = 8554.1 ans = 8554.3 ans = 8556.3 ans = 8556.5 ans = 8550 ans = 8550 ans = 0.89219 ans = 0.89445 I tried to plot using the following command: octave-3.2.4:22> plot(C{3:4,5},C{3:4,6}) and I get a blank graph....obviously I am doing something silly.... my ultimate goal is: 1. plot a time series with the first column as my x-axis and the 5th column as my y-axis 2. overlay points on the time series graph (at the price) to indicate a B whenever a B shows up in the 4th column Can someone please help me make the first correct step so I can move to the second step. Thanks! |
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