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I've been stuck in this problem for 1 week. I just want to make a graph (Log-Return vs time (in year, month, day)).

The code is:

datanikkei = Import["C:\\Users\\Rodrigo\\Desktop\\Nikkei.csv"] #Here I import the data from excel
close = datanikkei[[All, 5]]; #take the close price column
close = Delete[close, 1]; #Delete Title
ret = Differences[Log[close]*100.0] #calculate the returns

date = datanikkei[[All, 1]]; #Take the dates column
date = Delete[date, {{1}, {2}}]; #Delete title and first date of the list
date = Partition[date, 1]
list = Riffle[date, ret]
list = Partition[list, 2]
DateListPlot[list]

I get this:

{{{"1984,1,5"}, 0.201268}, {{"1984,1,6"}, 
  0.140647}, {{"1984,1,7"}, -0.0702988}, {{"1984,1,8"}, 
  0.620933}, {{"1984,1,9"}, 0.567476}, {{"1984,1,10"}, 
  0.307281}, {{"1984,1,11"}, 0.464084}, {{"1984,1,12"}...

The different functions that I had used (like DateListPlot) to plot the returns vs the dates gave an error. But if I errase the quotation marks, it works. The error is:

DateListPlot::dtvals: "Unable to automatically determine horizontal coordinates for the given data and DataRange. !(*ButtonBox[\">>\", Appearance->{Automatic, None}, BaseStyle->\"Link\", ButtonData:>\"paclet:ref/DateListPlot\", ButtonNote->\"DateListPlot::dtvals\"])"

Please, help me Rodrigo

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  • $\begingroup$ I've partially formatted your question but note that comments in Mathematica are written like: (* #Delete title and first date of the list *) $\endgroup$
    – Mike Honeychurch
    Jan 29 '15 at 3:38
  • $\begingroup$ Notwithstanding the fix in the answer below, your output is unusual {"1984,1,5"}. Normally dates are converted to date lists when imported from CSV or Excel so this problem shouldn't arise (??) $\endgroup$
    – Mike Honeychurch
    Jan 29 '15 at 3:40
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mydata = {{{"1984,1,5"}, 0.201268}, {{"1984,1,6"}, 0.140647}, 
         {{"1984,1,7"}, -0.0702988}, {{"1984,1,8"}, 0.620933}, 
         {{"1984,1,9"}, 0.567476}, {{"1984,1,10"}, 0.307281}, 
         {{"1984,1,11"}, 0.464084}};

fixedData = ToExpression /@ ({StringSplit[#[[1]][[1]], ","], #[[2]]} & /@ mydata)

DateListPlot[fixedData]

enter image description here

The trick was splitting the string using the criterion of a comma, then converting each individual string numeral into an integer via ToExpression.

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  • 2
    $\begingroup$ +1 -- FromDigits is a bit safer than ToExpression however as it is less general, avoiding possibly unwanted code execution. $\endgroup$
    – Mr.Wizard
    Jan 29 '15 at 3:47
  • $\begingroup$ Ohh... a subtlety. Yes. Thanks. $\endgroup$
    – David G. Stork
    Jan 29 '15 at 4:01
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Another formulation:

list = {{{"1984,1,5"}, 0.201268},
        {{"1984,1,6"}, 0.140647},
        {{"1984,1,7"}, -0.0702988},
        {{"1984,1,8"}, 0.620933},
        {{"1984,1,9"}, 0.567476},
        {{"1984,1,10"}, 0.307281},
        {{"1984,1,11"}, 0.464084}};

list /. {s_String} :> ImportString[s, "CSV"][[1]]

{{{1984, 1, 5}, 0.201268}, {{1984, 1, 6}, 0.140647},
 {{1984, 1, 7}, -0.0702988}, {{1984, 1, 8}, 0.620933},
 {{1984, 1, 9}, 0.567476}, {{1984, 1, 10}, 0.307281},
 {{1984, 1, 11}, 0.464084}}
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  • $\begingroup$ @MathLind It is the result of a code block inside a quote block. Each line is started with > followed by five spaces. You can select the output and use the buttons in the editor toolbar. Not everyone thinks it's nice, but it works for me. $\endgroup$
    – Mr.Wizard
    Jan 29 '15 at 6:22

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