Calculating ∆t from data set and plotting
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If I have financial data with prices as the first column and I create an array of integers from 1 to the length of data to use as a time axis am I correct in calculating deltaT
Thetotalnumberdays=10 %size of the first column
arraynumbers=1:Thetotalnumberdays %use as time axis
deltat=diff(arraynumbers) %possible deltat?
Which gives me a new array of singles. How would I then proceed to calculate specific values of ∆t such as ∆t=1 and is it possible to relate this to prices in that. I wish to plot d1(t) in that.
d∆t(t)=x(t+∆t)+x(t)
for x prices
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