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dbi
2007 Jul 31
1
A complicated 'aggregate'
Hi,
I have a financial (zoo) time series with prices and volumes (although I can
get the coredata as a matrix). Due to the data-source some indices have
multiple observations. I want to aggregate these according to a weighted
average.
11:00:01 34 1000
11:00:01 35 500
11:00:01 35 1000
11:00:02 34 500
11:00:02 35 500
should become
11:00:01 34.6 2500
11:00:02 34.5 1000
I currently do this