Looping over a set of names and creating a set of variables
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Econstudent on 17 Jan 2017
Commented: EPAULW on 12 May 2020
I currently have download historical quotes for GE, Ford and 3M in both daily and monthly frequencies. I can do all of this with fetch(.), but this means I need to loop across four different arguments: the names ('GE', 'F', 'MMM'), the starting and ending dates, and the frequencies ('d', 'm'). I would then store them into financial time series objects using 'fints.'
(1.) Retrieve the data; (2.) Store it in a time series object within a structure 'data' (say, data.ge, data.f, data.mmm).
Currently, I know how to do exactly that for one series:
ge = fetch(yahoo, 'ge', 'Adj Close', '1/2/1962','1/17/2016','d');
data.ge = fints(ge(:,1), ge(:,2), '', 'd');
I also have the correct names for Ford and 3M Company on yahoo!finance, as well as the appropriate starting and ending dates for each series. If I was doing this work on Stata, I know exactly what I would do because I could use foreach to loop over list of names exactly like I would loop over values -- but, as a newbie on matlab, I need some help! The odds are, I might not even approach the problem the right way for this program.
EPAULW on 12 May 2020
Thanks. A good solution given the way Matlab is used.
The original approach I had in mind is still the one I will use in Stata, because it names individual columns in a useful way.
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