Calculating ∆t from data set and plotting

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

Answer 1

[Anudeep Kumar]

Hey Jacob,

If I am understanding the question correctly, assuming you have a variable ‘prices’ and you want to calculate the change in it at ever ∆t and plot it.

Assuming column vector ‘prices’ and Time vector ‘time’ and using your formula

d∆t(t)=x(t+∆t)+x(t)

prices = rand(10,1)*100;       % Example data
N = length(prices);
time = (1:N)';

DeltaT = 1;
dDeltaT = prices(1+DeltaT:end) + prices(1:end-DeltaT); %your formula

plot(time(1+DeltaT:end), dDeltaT, 'o-');
xlabel('Time');
ylabel(['d_{\Delta t}(t), \Delta t = ' num2str(DeltaT)]);
title('Price Difference');

Feel free to update the variables as per your data.

Hope this helps!